+885.0%
MSFT vs KGC
+678.3%
+206.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -2.7% | +10.5% | -13.1% | -3.5% |
| 3M | +22.1% | +19.8% | +2.3% | +20.1% |
| 6M | +20.6% | -6.7% | +27.2% | +20.6% |
| YTD | +2.3% | +7.8% | -5.5% | +0.9% |
| 1Y | -0.5% | +35.7% | -36.2% | -3.9% |
| 3Y | +50.5% | +553.7% | -503.2% | +27.4% |
| 5Y | +72.3% | +461.7% | -389.3% | +44.8% |
| 10Y | +885.0% | +710.2% | +174.8% | +757.0% |
| All | +885.0% | +678.3% | +206.7% | +757.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling