+25.7%
KGC vs SONY
-16.9%
+42.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.1% |
| 7D | -5.6% | -2.7% | -2.9% | -4.7% |
| 30D | +6.1% | +1.5% | +4.6% | +5.5% |
| 3M | +17.3% | +13.0% | +4.3% | +11.8% |
| 6M | -10.3% | +11.2% | -21.5% | -14.6% |
| YTD | +3.9% | -6.6% | +10.5% | +2.9% |
| 1Y | +25.7% | -18.1% | +43.9% | +28.9% |
| All | +25.7% | -16.9% | +42.7% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling