-65.8%
JOBY vs KGC
-5.3%
-60.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.5% | -3.4% | +0.8% |
| 7D | -0.6% | -6.8% | +6.2% | +2.3% |
| 30D | -12.6% | -9.2% | -3.5% | -9.1% |
| 3M | -36.6% | -9.1% | -27.5% | -36.2% |
| 6M | -43.0% | -25.7% | -17.3% | -36.0% |
| YTD | -61.7% | -23.6% | -38.1% | -59.8% |
| 1Y | -65.8% | -4.3% | -61.5% | -69.3% |
| All | -65.8% | -5.3% | -60.5% | -69.3% |
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