+2,533.7%
IBM vs KGC
+238.3%
+2,295.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | +0.4% |
| 7D | -2.5% | +11.1% | -13.7% | -2.7% |
| 30D | +8.4% | -3.7% | +12.1% | +8.4% |
| 3M | +4.5% | -17.2% | +21.7% | +4.8% |
| 6M | +7.9% | -27.3% | +35.2% | +8.4% |
| YTD | -15.2% | -18.5% | +3.3% | -15.1% |
| 1Y | -17.6% | -5.7% | -11.9% | -17.7% |
| 3Y | +82.1% | +336.5% | -254.4% | +76.7% |
| 5Y | +143.3% | +298.7% | -155.4% | +135.8% |
| 10Y | +149.9% | +538.5% | -388.6% | +139.9% |
| All | +2,533.7% | +238.3% | +2,295.4% | +2,525.7% |
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 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