+82.9%
ROKU vs KGC
+520.4%
-437.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +1.8% |
| 7D | -2.6% | -8.4% | +5.8% | -0.6% |
| 30D | +2.1% | +6.3% | -4.2% | +0.2% |
| 3M | +31.8% | +22.4% | +9.4% | +24.2% |
| 6M | +53.3% | -11.4% | +64.7% | +55.8% |
| YTD | +42.1% | +3.1% | +38.9% | +39.3% |
| 1Y | +62.3% | +26.6% | +35.7% | +50.8% |
| All | +82.9% | +520.4% | -437.4% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling