+314.8%
KGC vs SONY
+61.0%
+253.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.2% | -3.7% |
| 7D | -4.1% | -3.2% | -0.9% | -3.1% |
| 30D | -11.6% | +9.6% | -21.2% | -14.2% |
| 3M | -24.5% | +13.3% | -37.8% | -27.5% |
| 6M | -34.6% | +20.3% | -54.9% | -38.5% |
| YTD | -26.2% | +4.1% | -30.3% | -28.2% |
| 1Y | -20.1% | -11.9% | -8.2% | -18.9% |
| All | +314.8% | +61.0% | +253.7% | +258.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling