+149.9%
IBM vs KGC
+496.6%
-346.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | +0.3% |
| 7D | -2.5% | +11.1% | -13.7% | -3.2% |
| 30D | +8.4% | -3.7% | +12.1% | +8.5% |
| 3M | +4.5% | -17.2% | +21.7% | +5.5% |
| 6M | +7.9% | -27.3% | +35.2% | +9.6% |
| YTD | -15.2% | -18.5% | +3.3% | -15.0% |
| 1Y | -17.6% | -5.7% | -11.9% | -18.2% |
| 3Y | +82.1% | +336.5% | -254.4% | +62.1% |
| 5Y | +143.3% | +298.7% | -155.4% | +114.8% |
| 10Y | +149.9% | +538.5% | -388.6% | +118.2% |
| All | +149.9% | +496.6% | -346.7% | +118.2% |
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