+114.5%
IBM vs KGC
+464.0%
-349.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -0.3% | -1.3% | +1.0% | -0.2% |
| 30D | +0.3% | +20.3% | -20.0% | -1.0% |
| 3M | -21.6% | +8.1% | -29.7% | -22.1% |
| 6M | -4.7% | -8.8% | +4.1% | -4.4% |
| YTD | -19.1% | +10.1% | -29.1% | -20.5% |
| 1Y | -2.5% | +44.2% | -46.7% | -6.9% |
| 3Y | +74.2% | +533.0% | -458.9% | +42.8% |
| All | +114.5% | +464.0% | -349.4% | +72.7% |
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