-39.9%
JOBY vs KGC
+300.3%
-340.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.4% |
| 7D | -8.2% | -8.4% | +0.3% | -5.7% |
| 30D | -25.1% | +6.3% | -31.4% | -26.8% |
| 3M | -28.8% | +22.4% | -51.2% | -33.6% |
| 6M | -36.1% | -11.4% | -24.7% | -34.5% |
| YTD | -52.2% | +3.1% | -55.3% | -53.1% |
| 1Y | -52.4% | +26.6% | -79.0% | -55.9% |
| 3Y | -13.6% | +525.6% | -539.1% | -48.8% |
| 5Y | -32.2% | +451.7% | -483.8% | -59.6% |
| All | -39.9% | +300.3% | -340.2% | -64.7% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling