-39.1%
JOBY vs KGC
+303.1%
-342.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | -5.2% | -5.6% | +0.4% | -3.5% |
| 30D | -19.7% | +6.1% | -25.9% | -21.5% |
| 3M | -31.7% | +17.3% | -49.1% | -35.5% |
| 6M | -37.5% | -10.3% | -27.2% | -36.2% |
| YTD | -51.6% | +3.9% | -55.4% | -52.6% |
| 1Y | -53.3% | +25.7% | -79.0% | -56.6% |
| 3Y | -12.2% | +526.0% | -538.2% | -48.0% |
| 5Y | -31.3% | +455.5% | -486.8% | -59.2% |
| All | -39.1% | +303.1% | -342.2% | -64.4% |
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