+59.0%
ILMN vs KGC
+567.0%
-508.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -6.0% | +0.2% | -6.2% | -6.0% |
| 30D | -23.0% | -8.8% | -14.2% | -22.2% |
| 3M | +10.4% | -21.1% | +31.5% | +13.5% |
| 6M | +49.4% | -32.3% | +81.7% | +55.7% |
| YTD | +62.3% | -23.5% | +85.8% | +65.7% |
| 1Y | +73.7% | -15.0% | +88.6% | +74.9% |
| 3Y | +122.5% | +327.5% | -205.0% | +79.6% |
| 5Y | -43.2% | +244.3% | -287.5% | -54.6% |
| 10Y | +59.0% | +634.8% | -575.8% | +26.4% |
| All | +59.0% | +567.0% | -508.1% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling