+193.4%
JNJ vs KGC
+692.5%
-499.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.1% |
| 7D | -4.3% | -8.4% | +4.1% | -4.1% |
| 30D | +3.0% | +6.3% | -3.3% | +2.8% |
| 3M | +12.2% | +22.4% | -10.2% | +11.3% |
| 6M | +10.5% | -11.4% | +21.9% | +10.7% |
| YTD | +30.8% | +3.1% | +27.6% | +30.1% |
| 1Y | +54.9% | +26.6% | +28.3% | +52.8% |
| 3Y | +80.7% | +525.6% | -444.9% | +66.4% |
| 5Y | +83.4% | +451.7% | -368.2% | +68.6% |
| All | +193.4% | +692.5% | -499.2% | +168.4% |
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