+27.6%
ILMN vs KGC
+645.2%
-617.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -0.9% | -3.0% |
| 7D | +1.9% | +2.4% | -0.5% | +1.6% |
| 30D | +12.3% | +9.2% | +3.1% | +11.2% |
| 3M | +33.5% | +16.7% | +16.8% | +30.8% |
| 6M | +69.4% | -7.0% | +76.4% | +69.7% |
| YTD | +60.9% | +7.5% | +53.4% | +58.0% |
| 1Y | +115.0% | +34.4% | +80.6% | +105.0% |
| 3Y | +37.0% | +552.0% | -515.0% | +6.1% |
| 5Y | -53.1% | +454.5% | -507.7% | -64.0% |
| 10Y | +27.6% | +658.7% | -631.1% | +0.6% |
| All | +27.6% | +645.2% | -617.6% | +0.6% |
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