+126.0%
GOOGL vs KGC
+315.0%
-188.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +3.9% | -6.7% | +10.5% | +4.6% |
| 30D | -14.9% | -6.7% | -8.3% | -14.3% |
| 3M | -14.6% | -22.6% | +8.0% | -12.5% |
| 6M | -26.4% | -33.4% | +7.0% | -23.6% |
| YTD | -5.3% | -26.0% | +20.7% | -3.6% |
| 1Y | +6.5% | -18.3% | +24.7% | +7.0% |
| 3Y | +126.0% | +315.8% | -189.7% | +91.1% |
| All | +126.0% | +315.0% | -188.9% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling