+142,414.8%
MSFT vs KGC
+218.7%
+142,196.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.8% | +3.6% | -2.0% |
| 7D | +2.3% | +8.0% | -5.7% | +2.1% |
| 30D | -0.4% | -9.3% | +9.0% | -0.1% |
| 3M | +5.6% | -21.3% | +26.9% | +6.2% |
| 6M | +29.0% | -31.5% | +60.4% | +30.2% |
| YTD | +10.9% | -23.2% | +34.2% | +11.4% |
| 1Y | +6.2% | -15.0% | +21.3% | +6.4% |
| 3Y | +47.6% | +328.7% | -281.1% | +40.7% |
| 5Y | +67.9% | +262.9% | -194.9% | +60.0% |
| 10Y | +922.9% | +568.9% | +354.0% | +854.5% |
| All | +142,414.8% | +218.7% | +142,196.0% | +130,776.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling