+71.8%
ILMN vs KGC
-18.5%
+90.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -1.0% |
| 7D | +0.7% | -4.1% | +4.8% | +1.5% |
| 30D | -22.7% | -11.6% | -11.1% | -21.1% |
| 3M | +8.6% | -24.5% | +33.2% | +13.6% |
| 6M | +43.8% | -34.6% | +78.4% | +53.4% |
| YTD | +59.8% | -26.2% | +85.9% | +59.7% |
| 1Y | +71.8% | -20.1% | +91.9% | +67.6% |
| All | +71.8% | -18.5% | +90.3% | +67.6% |
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 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