+710.2%
KGC vs BIIB
-30.8%
+741.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -0.1% | -5.4% | +5.3% | +0.4% |
| 30D | +10.5% | +1.7% | +8.7% | +10.3% |
| 3M | +19.8% | +5.8% | +13.9% | +19.0% |
| 6M | -6.7% | +11.9% | -18.6% | -7.9% |
| YTD | +7.8% | +19.7% | -12.0% | +5.5% |
| 1Y | +35.7% | +46.7% | -11.1% | +30.1% |
| 3Y | +553.7% | -18.6% | +572.3% | +563.0% |
| 5Y | +461.7% | -29.8% | +491.5% | +467.8% |
| 10Y | +710.2% | -28.8% | +739.0% | +762.9% |
| All | +710.2% | -30.8% | +741.0% | +762.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling