+687.9%
NFLX vs KGC
+678.3%
+9.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -8.1% | -0.1% | -8.0% | -8.1% |
| 30D | -0.3% | +10.5% | -10.8% | -1.6% |
| 3M | -6.6% | +19.8% | -26.4% | -8.8% |
| 6M | -22.7% | -6.7% | -16.0% | -22.7% |
| YTD | -18.9% | +7.8% | -26.7% | -20.7% |
| 1Y | -39.8% | +35.7% | -75.5% | -43.0% |
| 3Y | +71.7% | +553.7% | -482.0% | +33.6% |
| 5Y | +27.2% | +461.7% | -434.4% | -1.5% |
| 10Y | +687.9% | +710.2% | -22.3% | +509.1% |
| All | +687.9% | +678.3% | +9.6% | +509.1% |
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 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