-4.3%
KGC vs GSK
+14.9%
-19.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.0% | +2.4% | +6.1% |
| 7D | -6.8% | +4.9% | -11.7% | -8.0% |
| 30D | -9.2% | +9.9% | -19.0% | -11.6% |
| 3M | -9.1% | +0.2% | -9.3% | -9.0% |
| 6M | -25.7% | +2.3% | -28.0% | -26.1% |
| YTD | -23.6% | +7.1% | -30.7% | -19.9% |
| 1Y | -4.3% | +13.1% | -17.4% | +2.5% |
| All | -4.3% | +14.9% | -19.2% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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