+147.3%
IBM vs KGC
+637.7%
-490.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +1.6% | -6.7% | +8.2% | +2.0% |
| 30D | +9.2% | -6.7% | +15.9% | +9.6% |
| 3M | +4.9% | -22.6% | +27.5% | +6.4% |
| 6M | +16.8% | -33.4% | +50.2% | +19.3% |
| YTD | -14.3% | -26.0% | +11.7% | -13.6% |
| 1Y | -16.7% | -18.3% | +1.6% | -16.6% |
| 3Y | +82.2% | +315.8% | -233.6% | +61.7% |
| 5Y | +149.9% | +225.7% | -75.8% | +121.7% |
| All | +147.3% | +637.7% | -490.4% | +114.0% |
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