+1,045.4%
ILMN vs KGC
+1,644.9%
-599.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.4% |
| 7D | +1.2% | -1.3% | +2.5% | +1.3% |
| 30D | +9.2% | +20.3% | -11.1% | +8.2% |
| 3M | +29.8% | +8.1% | +21.8% | +29.2% |
| 6M | +69.2% | -8.8% | +78.0% | +69.5% |
| YTD | +66.4% | +10.1% | +56.3% | +64.9% |
| 1Y | +123.4% | +44.2% | +79.2% | +118.4% |
| 3Y | +33.2% | +533.0% | -499.9% | +20.5% |
| 5Y | -52.0% | +443.0% | -495.0% | -56.6% |
| 10Y | +33.6% | +678.6% | -644.9% | +18.2% |
| All | +1,045.4% | +1,644.9% | -599.6% | +1,307.6% |
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