+93.9%
ILMN vs KGC
-5.3%
+99.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.5% | -12.4% | -6.1% |
| 7D | -21.6% | -6.8% | -14.8% | -20.6% |
| 30D | -22.9% | -9.2% | -13.7% | -21.6% |
| 3M | +11.6% | -9.1% | +20.7% | +13.7% |
| 6M | +62.5% | -25.7% | +88.2% | +70.1% |
| YTD | +72.7% | -23.6% | +96.4% | +71.9% |
| 1Y | +93.9% | -4.3% | +98.2% | +80.2% |
| All | +93.9% | -5.3% | +99.2% | +80.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling