+913.4%
MSFT vs KGC
+635.9%
+277.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.6% |
| 7D | -2.4% | -4.1% | +1.7% | -2.1% |
| 30D | -3.8% | -11.6% | +7.9% | -2.9% |
| 3M | +6.4% | -24.5% | +30.9% | +8.5% |
| 6M | +28.8% | -34.6% | +63.3% | +32.5% |
| YTD | +8.8% | -26.2% | +35.0% | +10.4% |
| 1Y | +3.2% | -20.1% | +23.3% | +4.0% |
| 3Y | +44.8% | +312.4% | -267.6% | +26.5% |
| 5Y | +61.8% | +224.9% | -163.1% | +40.5% |
| All | +913.4% | +635.9% | +277.5% | +799.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling