+445.9%
KGC vs IDXX
-26.5%
+472.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -5.6% | -5.7% | +0.1% | -4.3% |
| 30D | +6.1% | -11.5% | +17.7% | +9.2% |
| 3M | +17.3% | -9.5% | +26.9% | +19.8% |
| 6M | -10.3% | -16.0% | +5.7% | -6.8% |
| YTD | +3.9% | -25.4% | +29.3% | +10.8% |
| 1Y | +25.7% | -21.8% | +47.5% | +32.3% |
| 3Y | +526.0% | +7.0% | +518.9% | +487.1% |
| All | +445.9% | -26.5% | +472.4% | +392.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling