+64.1%
MSFT vs KGC
+286.2%
-222.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.3% |
| 7D | +1.7% | +10.5% | -8.8% | +0.5% |
| 30D | +0.2% | -4.1% | +4.2% | +0.5% |
| 3M | +6.4% | -13.1% | +19.4% | +7.5% |
| 6M | +28.7% | -27.5% | +56.2% | +32.5% |
| YTD | +10.4% | -20.7% | +31.1% | +11.6% |
| 1Y | +7.6% | -6.1% | +13.7% | +6.4% |
| 3Y | +52.3% | +318.6% | -266.3% | +19.2% |
| All | +64.1% | +286.2% | -222.1% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling