-38.9%
JOBY vs KGC
+318.3%
-357.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.3% | -6.4% | -6.2% |
| 7D | -5.9% | -0.1% | -5.8% | -5.9% |
| 30D | -27.1% | +10.5% | -37.6% | -29.6% |
| 3M | -30.7% | +19.8% | -50.5% | -35.0% |
| 6M | -36.1% | -6.7% | -29.4% | -35.4% |
| YTD | -51.4% | +7.8% | -59.1% | -52.9% |
| 1Y | -52.2% | +35.7% | -87.8% | -56.5% |
| 3Y | -12.1% | +553.7% | -565.7% | -48.5% |
| 5Y | -31.1% | +461.7% | -492.8% | -59.4% |
| All | -38.9% | +318.3% | -357.2% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling