+740.7%
GOOGL vs KGC
+692.5%
+48.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.9% |
| 7D | -2.8% | -8.4% | +5.6% | -2.1% |
| 30D | -3.2% | +6.3% | -9.5% | -3.8% |
| 3M | -6.6% | +22.4% | -29.1% | -8.4% |
| 6M | +8.5% | -11.4% | +19.9% | +9.0% |
| YTD | +6.5% | +3.1% | +3.3% | +5.3% |
| 1Y | +39.4% | +26.6% | +12.8% | +35.4% |
| 3Y | +146.2% | +525.6% | -379.4% | +109.0% |
| 5Y | +138.3% | +451.7% | -313.3% | +100.7% |
| All | +740.7% | +692.5% | +48.1% | +621.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling