+4.4%
GOOGL vs KGC
-5.3%
+9.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.5% | -4.3% | +2.2% |
| 7D | -11.1% | -6.8% | -4.3% | -10.3% |
| 30D | -16.6% | -9.2% | -7.4% | -15.7% |
| 3M | -23.4% | -9.1% | -14.3% | -23.2% |
| 6M | -24.5% | -25.7% | +1.1% | -22.3% |
| YTD | -7.5% | -23.6% | +16.1% | -7.9% |
| 1Y | +4.4% | -4.3% | +8.7% | -2.8% |
| All | +4.4% | -5.3% | +9.7% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling