+2,413.6%
IBM vs KGC
+357.0%
+2,056.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.1% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | +0.3% | +20.3% | -20.0% | -0.1% |
| 3M | -21.6% | +8.1% | -29.7% | -21.8% |
| 6M | -4.7% | -8.8% | +4.1% | -4.7% |
| YTD | -19.1% | +10.1% | -29.1% | -19.4% |
| 1Y | -2.5% | +44.2% | -46.7% | -3.4% |
| 3Y | +74.2% | +533.0% | -458.9% | +68.0% |
| 5Y | +113.1% | +443.0% | -329.9% | +105.5% |
| 10Y | +133.5% | +678.6% | -545.0% | +123.2% |
| All | +2,413.6% | +357.0% | +2,056.6% | +2,394.0% |
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 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