+131.6%
IBM vs KGC
+645.2%
-513.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.1% |
| 7D | +0.3% | +2.4% | -2.1% | +0.2% |
| 30D | -1.5% | +9.2% | -10.7% | -2.0% |
| 3M | -16.8% | +16.7% | -33.5% | -17.7% |
| 6M | -9.0% | -7.0% | -2.0% | -9.0% |
| YTD | -20.1% | +7.5% | -27.5% | -21.0% |
| 1Y | -7.0% | +34.4% | -41.4% | -9.7% |
| 3Y | +72.4% | +552.0% | -479.6% | +50.0% |
| 5Y | +112.0% | +454.5% | -342.5% | +83.9% |
| 10Y | +131.6% | +658.7% | -527.1% | +102.0% |
| All | +131.6% | +645.2% | -513.6% | +102.0% |
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