+1,018.6%
ILMN vs KGC
+1,157.1%
-138.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +2.3% |
| 7D | -9.7% | +10.5% | -20.2% | -10.2% |
| 30D | -20.4% | -4.1% | -16.3% | -20.2% |
| 3M | +10.0% | -13.1% | +23.1% | +10.7% |
| 6M | +49.5% | -27.5% | +77.0% | +51.6% |
| YTD | +62.5% | -20.7% | +83.2% | +63.7% |
| 1Y | +76.0% | -6.1% | +82.0% | +75.7% |
| 3Y | +94.2% | +318.6% | -224.4% | +79.2% |
| 5Y | -46.3% | +289.9% | -336.3% | -50.7% |
| 10Y | +62.7% | +501.8% | -439.1% | +46.0% |
| All | +1,018.6% | +1,157.1% | -138.5% | +1,296.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling