+150.5%
GOOGL vs KGC
+556.1%
-405.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | +1.1% | +2.4% | -1.4% | +0.8% |
| 30D | -4.4% | +9.2% | -13.7% | -5.4% |
| 3M | -6.8% | +16.7% | -23.6% | -8.5% |
| 6M | +13.6% | -7.0% | +20.6% | +13.8% |
| YTD | +8.3% | +7.5% | +0.8% | +6.3% |
| 1Y | +44.9% | +34.4% | +10.6% | +38.5% |
| 3Y | +150.5% | +552.0% | -401.5% | +105.8% |
| All | +150.5% | +556.1% | -405.6% | +105.8% |
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 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