+655.3%
KGC vs JBL
+1,478.7%
-823.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -3.7% |
| 7D | -8.4% | -1.0% | -7.4% | -8.2% |
| 30D | +6.3% | -15.1% | +21.4% | +9.7% |
| 3M | +22.4% | -14.0% | +36.5% | +25.3% |
| 6M | -11.4% | +20.6% | -32.0% | -15.1% |
| YTD | +3.1% | +32.9% | -29.8% | -3.1% |
| 1Y | +26.6% | +40.5% | -13.9% | +17.5% |
| 3Y | +525.6% | +183.7% | +341.8% | +393.7% |
| 5Y | +451.7% | +388.3% | +63.3% | +288.0% |
| All | +655.3% | +1,478.7% | -823.3% | +394.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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