+667.8%
KGC vs JBL
+42,637.1%
-41,969.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.3% |
| 7D | -1.3% | +3.0% | -4.3% | -1.4% |
| 30D | +20.3% | -8.3% | +28.5% | +20.6% |
| 3M | +8.1% | -16.9% | +25.0% | +8.7% |
| 6M | -8.8% | +21.8% | -30.5% | -9.4% |
| YTD | +10.1% | +36.3% | -26.2% | +8.9% |
| 1Y | +44.2% | +49.5% | -5.3% | +42.3% |
| 3Y | +533.0% | +170.6% | +362.4% | +512.1% |
| 5Y | +443.0% | +408.4% | +34.6% | +416.8% |
| 10Y | +678.6% | +1,450.4% | -771.8% | +628.4% |
| All | +667.8% | +42,637.1% | -41,969.3% | +707.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling