+244.3%
KGC vs BIIB
-5.0%
+249.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | -8.8% | +10.5% | -19.3% | -10.5% |
| 3M | -21.1% | +24.3% | -45.4% | -24.0% |
| 6M | -32.3% | +28.0% | -60.3% | -35.4% |
| YTD | -23.5% | +44.0% | -67.4% | -28.9% |
| 1Y | -15.0% | +58.8% | -73.8% | -22.6% |
| 3Y | +327.5% | +12.7% | +314.8% | +324.6% |
| 5Y | +244.3% | -4.9% | +249.2% | +246.1% |
| All | +244.3% | -5.0% | +249.2% | +246.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling