+461.7%
KGC vs INCY
+69.9%
+391.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -0.1% | -2.2% | +2.1% | +0.2% |
| 30D | +10.5% | +3.7% | +6.8% | +10.1% |
| 3M | +19.8% | +22.1% | -2.3% | +17.0% |
| 6M | -6.7% | +29.8% | -36.4% | -9.6% |
| YTD | +7.8% | +27.6% | -19.8% | +4.3% |
| 1Y | +35.7% | +47.2% | -11.5% | +29.2% |
| 3Y | +553.7% | +97.0% | +456.7% | +495.1% |
| 5Y | +461.7% | +73.4% | +388.3% | +427.2% |
| All | +461.7% | +69.9% | +391.8% | +427.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling