+330.0%
KGC vs BIIB
+13.5%
+316.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +0.2% | -0.4% | +0.6% | +0.2% |
| 30D | -8.8% | +10.5% | -19.3% | -9.5% |
| 3M | -21.1% | +24.3% | -45.4% | -22.3% |
| 6M | -32.3% | +28.0% | -60.3% | -33.5% |
| YTD | -23.5% | +44.0% | -67.4% | -25.7% |
| 1Y | -15.0% | +58.8% | -73.8% | -18.4% |
| All | +330.0% | +13.5% | +316.5% | +430.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling