+132.5%
GOOGL vs KGC
+454.1%
-321.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.3% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -7.5% | +10.5% | -17.9% | -8.8% |
| 3M | -9.2% | +19.8% | -29.0% | -11.6% |
| 6M | +8.1% | -6.7% | +14.7% | +8.3% |
| YTD | +5.8% | +7.8% | -1.9% | +3.3% |
| 1Y | +38.3% | +35.7% | +2.7% | +30.3% |
| 3Y | +144.8% | +553.7% | -408.9% | +79.6% |
| 5Y | +132.5% | +461.7% | -329.1% | +66.8% |
| All | +132.5% | +454.1% | -321.6% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling