+133,470.8%
MSFT vs KGC
+357.0%
+133,113.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.2% | -2.0% |
| 7D | -2.7% | -1.3% | -1.4% | -2.7% |
| 30D | +2.7% | +20.3% | -17.6% | +2.1% |
| 3M | +17.0% | +8.1% | +8.9% | +16.6% |
| 6M | +23.8% | -8.8% | +32.6% | +23.9% |
| YTD | +4.0% | +10.1% | -6.1% | +3.4% |
| 1Y | -0.8% | +44.2% | -45.0% | -2.2% |
| 3Y | +55.6% | +533.0% | -477.4% | +46.7% |
| 5Y | +72.9% | +443.0% | -370.1% | +62.9% |
| 10Y | +875.8% | +678.6% | +197.2% | +804.8% |
| All | +133,470.8% | +357.0% | +133,113.8% | +121,339.8% |
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