+206.6%
KGC vs SONY
+598.6%
-392.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.2% | -3.7% |
| 7D | -4.1% | -3.2% | -0.9% | -3.5% |
| 30D | -11.6% | +9.6% | -21.2% | -13.1% |
| 3M | -24.5% | +13.3% | -37.8% | -26.3% |
| 6M | -34.6% | +20.3% | -54.9% | -36.9% |
| YTD | -26.2% | +4.1% | -30.3% | -27.0% |
| 1Y | -20.1% | -11.9% | -8.2% | -18.7% |
| 3Y | +312.4% | +56.6% | +255.8% | +276.6% |
| 5Y | +224.9% | +10.9% | +214.0% | +211.7% |
| 10Y | +608.7% | +366.6% | +242.1% | +430.8% |
| All | +206.6% | +598.6% | -392.0% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling