+587.2%
KGC vs INCY
+15.3%
+571.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -6.7% | +1.1% | -7.8% | -6.7% |
| 30D | -6.7% | +8.4% | -15.1% | -7.4% |
| 3M | -22.6% | +0.4% | -23.0% | -22.6% |
| 6M | -33.4% | +22.4% | -55.8% | -34.7% |
| YTD | -26.0% | +22.5% | -48.5% | -27.6% |
| 1Y | -18.3% | +14.8% | -33.1% | -19.6% |
| 3Y | +315.8% | +127.7% | +188.1% | +281.4% |
| 5Y | +225.7% | +84.4% | +141.3% | +205.3% |
| All | +587.2% | +15.3% | +571.9% | +553.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 10y: compounded portfolio wealth divided by compounded INCY 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…
10y analysis · Full analysis span regression · 6 months rolling