+243.2%
INTC vs KGC
+692.5%
-449.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.3% | -1.3% | -5.0% |
| 7D | +9.4% | -8.4% | +17.9% | +10.7% |
| 30D | +2.7% | +6.3% | -3.7% | +1.6% |
| 3M | -6.3% | +22.4% | -28.7% | -9.1% |
| 6M | +114.5% | -11.4% | +125.9% | +116.5% |
| YTD | +171.9% | +3.1% | +168.7% | +169.0% |
| 1Y | +305.0% | +26.6% | +278.4% | +290.2% |
| 3Y | +168.3% | +525.6% | -357.2% | +113.9% |
| 5Y | +102.3% | +451.7% | -349.4% | +60.2% |
| All | +243.2% | +692.5% | -449.4% | +175.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling