+238.3%
KGC vs GSK
+1,765.6%
-1,527.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.5% |
| 7D | +11.1% | +4.9% | +6.2% | +10.7% |
| 30D | -3.7% | +10.8% | -14.6% | -4.7% |
| 3M | -17.2% | -1.8% | -15.4% | -17.1% |
| 6M | -27.3% | +4.1% | -31.4% | -27.6% |
| YTD | -18.5% | +7.9% | -26.4% | -19.2% |
| 1Y | -5.7% | +14.4% | -20.2% | -6.9% |
| 3Y | +336.5% | +68.1% | +268.4% | +314.6% |
| 5Y | +298.7% | +47.7% | +251.0% | +282.1% |
| 10Y | +538.5% | +100.5% | +438.1% | +501.2% |
| All | +238.3% | +1,765.6% | -1,527.3% | +297.1% |
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