+132.2%
ILMN vs KGC
+314.0%
-181.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -1.1% |
| 7D | +0.7% | -4.1% | +4.8% | +1.4% |
| 30D | -22.7% | -11.6% | -11.1% | -21.4% |
| 3M | +8.6% | -24.5% | +33.2% | +12.8% |
| 6M | +43.8% | -34.6% | +78.4% | +51.7% |
| YTD | +59.8% | -26.2% | +85.9% | +64.6% |
| 1Y | +71.8% | -20.1% | +91.9% | +75.0% |
| All | +132.2% | +314.0% | -181.8% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling