+39.4%
GOOGL vs KGC
+28.8%
+10.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.1% |
| 7D | -2.8% | -8.4% | +5.6% | -1.9% |
| 30D | -3.2% | +6.3% | -9.5% | -4.0% |
| 3M | -6.6% | +22.4% | -29.1% | -9.1% |
| 6M | +8.5% | -11.4% | +19.9% | +9.5% |
| YTD | +6.5% | +3.1% | +3.3% | +3.7% |
| 1Y | +39.4% | +26.6% | +12.8% | +28.1% |
| All | +39.4% | +28.8% | +10.6% | +28.1% |
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