+461.7%
KGC vs GSK
+47.3%
+414.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -0.1% | -3.6% | +3.5% | +0.9% |
| 30D | +10.5% | -5.9% | +16.4% | +12.2% |
| 3M | +19.8% | -4.3% | +24.0% | +21.1% |
| 6M | -6.7% | -10.8% | +4.1% | -4.0% |
| YTD | +7.8% | +1.8% | +6.0% | +7.2% |
| 1Y | +35.7% | +23.5% | +12.2% | +28.3% |
| 3Y | +553.7% | +49.5% | +504.2% | +457.6% |
| 5Y | +461.7% | +49.7% | +412.0% | +375.5% |
| All | +461.7% | +47.3% | +414.4% | +375.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling