+59.7%
ILMN vs KGC
+506.2%
-446.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.8% | +3.1% | -1.9% |
| 7D | -9.8% | +8.0% | -17.8% | -10.7% |
| 30D | -22.7% | -9.3% | -13.4% | -21.8% |
| 3M | +12.1% | -21.3% | +33.4% | +15.2% |
| 6M | +51.5% | -31.5% | +83.0% | +57.6% |
| YTD | +63.9% | -23.2% | +87.1% | +67.2% |
| 1Y | +76.6% | -15.0% | +91.6% | +77.8% |
| 3Y | +124.6% | +328.7% | -204.1% | +81.3% |
| 5Y | -42.7% | +262.9% | -305.6% | -54.4% |
| 10Y | +59.7% | +568.9% | -509.2% | +27.7% |
| All | +59.7% | +506.2% | -446.6% | +27.7% |
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 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