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  • KGC vs IT✓SelectedUSD · ITKGC vs IT performance historyLatest closeAs of-2.33%09/08
Stock and ETF performance explorer

KGC vs IT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+454.5%
IT return
-44.6%
Excess return
+499.1%
Maximum drawdown
-55.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioITExcessAlpha
1D-2.3%-7.4%+5.1%-1.6%
7D+2.4%-9.1%+11.6%+3.4%
30D+9.2%-7.0%+16.2%+10.0%
3M+16.7%+7.6%+9.1%+15.8%
6M-7.0%+2.1%-9.1%-7.4%
YTD+7.5%-31.6%+39.1%+13.7%
1Y+34.4%-29.9%+64.3%+40.5%
3Y+552.0%-51.3%+603.2%+624.8%
5Y+454.5%-44.8%+499.3%+466.9%
All+454.5%-44.6%+499.1%+466.9%

Cumulative growth

Daily Returns

Daily percentage return beside IT.

Daily Out/Under-Performance

Portfolio return minus IT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IT 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 IT 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