+206.6%
KGC vs GSK
+1,733.0%
-1,526.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -4.1% | +0.5% | -4.5% | -4.1% |
| 30D | -11.6% | +9.4% | -21.1% | -12.4% |
| 3M | -24.5% | +1.6% | -26.1% | -24.7% |
| 6M | -34.6% | +1.3% | -35.9% | -34.7% |
| YTD | -26.2% | +6.0% | -32.2% | -26.6% |
| 1Y | -20.1% | +9.1% | -29.2% | -20.8% |
| 3Y | +312.4% | +65.4% | +247.0% | +292.3% |
| 5Y | +224.9% | +43.0% | +181.9% | +212.2% |
| 10Y | +608.7% | +103.1% | +505.7% | +567.8% |
| All | +206.6% | +1,733.0% | -1,526.4% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling