-45.5%
ILMN vs KGC
+286.2%
-331.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.9% |
| 7D | -9.7% | +10.5% | -20.2% | -11.6% |
| 30D | -20.4% | -4.1% | -16.3% | -19.8% |
| 3M | +10.0% | -13.1% | +23.1% | +12.6% |
| 6M | +49.5% | -27.5% | +77.0% | +57.5% |
| YTD | +62.5% | -20.7% | +83.2% | +65.9% |
| 1Y | +76.0% | -6.1% | +82.0% | +73.1% |
| 3Y | +94.2% | +318.6% | -224.4% | +24.1% |
| All | -45.5% | +286.2% | -331.7% | -67.3% |
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 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