+549.6%
KGC vs SONY
+39.5%
+510.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | -0.1% | -4.9% | +4.8% | +1.3% |
| 30D | +10.5% | -1.6% | +12.1% | +10.9% |
| 3M | +19.8% | +10.0% | +9.8% | +16.2% |
| 6M | -6.7% | +8.4% | -15.1% | -9.3% |
| YTD | +7.8% | -8.4% | +16.2% | +9.0% |
| 1Y | +35.7% | -18.4% | +54.0% | +40.7% |
| All | +549.6% | +39.5% | +510.1% | +500.0% |
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