-4.3%
KGC vs BIIB
+68.6%
-72.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.3% | +7.5% |
| 7D | -6.8% | +4.3% | -11.1% | -6.8% |
| 30D | -9.2% | +13.8% | -23.0% | -9.5% |
| 3M | -9.1% | +22.1% | -31.2% | -9.4% |
| 6M | -25.7% | +35.9% | -61.6% | -25.4% |
| YTD | -23.6% | +44.6% | -68.2% | -23.0% |
| 1Y | -4.3% | +70.4% | -74.7% | -5.5% |
| All | -4.3% | +68.6% | -72.9% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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