-43.8%
ILMN vs KGC
+226.6%
-270.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | -2.9% | -6.7% | +3.8% | -1.5% |
| 30D | -23.8% | -6.7% | -17.2% | -22.8% |
| 3M | +7.5% | -22.6% | +30.0% | +12.6% |
| 6M | +42.8% | -33.4% | +76.2% | +53.1% |
| YTD | +57.8% | -26.0% | +83.8% | +63.4% |
| 1Y | +72.6% | -18.3% | +90.9% | +74.7% |
| 3Y | +129.3% | +315.8% | -186.4% | +45.0% |
| All | -43.8% | +226.6% | -270.5% | -64.3% |
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