+49.6%
JNJ vs KGC
-20.2%
+69.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.8% |
| 7D | +3.5% | -6.7% | +10.1% | +3.6% |
| 30D | +12.5% | -6.7% | +19.2% | +12.5% |
| 3M | +9.6% | -22.6% | +32.1% | +9.8% |
| 6M | +25.3% | -33.4% | +58.8% | +26.3% |
| YTD | +40.3% | -26.0% | +66.3% | +40.2% |
| 1Y | +49.6% | -18.3% | +67.9% | +48.5% |
| All | +49.6% | -20.2% | +69.9% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling