+94.2%
ILMN vs KGC
+317.1%
-222.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +2.0% |
| 7D | -9.7% | +10.5% | -20.2% | -11.1% |
| 30D | -20.4% | -4.1% | -16.3% | -19.9% |
| 3M | +10.0% | -13.1% | +23.1% | +12.1% |
| 6M | +49.5% | -27.5% | +77.0% | +55.6% |
| YTD | +62.5% | -20.7% | +83.2% | +65.7% |
| 1Y | +76.0% | -6.1% | +82.0% | +75.0% |
| 3Y | +94.2% | +318.6% | -224.4% | +26.3% |
| All | +94.2% | +317.1% | -222.9% | +26.3% |
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