+2,521.8%
IBM vs KGC
+229.2%
+2,292.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -0.9% |
| 7D | -5.0% | +10.5% | -15.5% | -5.1% |
| 30D | +11.1% | -4.1% | +15.2% | +11.2% |
| 3M | +5.7% | -13.1% | +18.8% | +5.9% |
| 6M | +10.1% | -27.5% | +37.7% | +10.6% |
| YTD | -15.6% | -20.7% | +5.1% | -15.5% |
| 1Y | -19.5% | -6.1% | -13.5% | -19.7% |
| 3Y | +80.4% | +318.6% | -238.2% | +75.3% |
| 5Y | +140.0% | +289.9% | -149.9% | +132.7% |
| 10Y | +155.0% | +501.8% | -346.9% | +144.9% |
| All | +2,521.8% | +229.2% | +2,292.5% | +2,515.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling