-51.4%
ILMN vs KGC
+450.1%
-501.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.1% |
| 7D | +1.2% | -1.3% | +2.5% | +1.5% |
| 30D | +9.2% | +20.3% | -11.1% | +5.4% |
| 3M | +29.8% | +8.1% | +21.8% | +27.4% |
| 6M | +69.2% | -8.8% | +78.0% | +70.5% |
| YTD | +66.4% | +10.1% | +56.3% | +60.2% |
| 1Y | +123.4% | +44.2% | +79.2% | +102.1% |
| 3Y | +33.2% | +533.0% | -499.9% | -20.4% |
| All | -51.4% | +450.1% | -501.5% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling