-0.8%
MSFT vs KGC
+43.6%
-44.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.2% | -1.9% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | +2.7% | +20.3% | -17.6% | +1.2% |
| 3M | +17.0% | +8.1% | +8.9% | +16.0% |
| 6M | +23.8% | -8.8% | +32.6% | +23.6% |
| YTD | +4.0% | +10.1% | -6.1% | +3.1% |
| 1Y | -0.8% | +44.2% | -45.0% | -3.7% |
| All | -0.8% | +43.6% | -44.4% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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