+35.7%
KGC vs BIIB
+49.3%
-13.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -0.1% | -5.4% | +5.3% | +0.1% |
| 30D | +10.5% | +1.7% | +8.7% | +10.6% |
| 3M | +19.8% | +5.8% | +13.9% | +20.0% |
| 6M | -6.7% | +11.9% | -18.6% | -6.5% |
| YTD | +7.8% | +19.7% | -12.0% | +7.9% |
| 1Y | +35.7% | +46.7% | -11.1% | +31.7% |
| All | +35.7% | +49.3% | -13.6% | +31.7% |
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