-4.3%
KGC vs IDXX
-2.6%
-1.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.9% | +3.5% | +6.5% |
| 7D | -6.8% | +24.1% | -30.9% | -11.6% |
| 30D | -9.2% | +32.5% | -41.7% | -15.7% |
| 3M | -9.1% | +18.8% | -27.9% | -12.8% |
| 6M | -25.7% | +24.0% | -49.7% | -29.9% |
| YTD | -23.6% | +3.3% | -26.9% | -23.8% |
| 1Y | -4.3% | -3.3% | -1.0% | -2.0% |
| All | -4.3% | -2.6% | -1.7% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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