-52.0%
ROKU vs KGC
+453.5%
-505.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -0.4% | -5.6% | +5.2% | +1.0% |
| 30D | +2.1% | +6.1% | -4.1% | 0.0% |
| 3M | +29.5% | +17.3% | +12.2% | +22.9% |
| 6M | +53.8% | -10.3% | +64.1% | +56.0% |
| YTD | +42.8% | +3.9% | +39.0% | +38.8% |
| 1Y | +60.7% | +25.7% | +35.0% | +47.1% |
| 3Y | +83.9% | +526.0% | -442.1% | +0.9% |
| All | -52.0% | +453.5% | -505.5% | -73.8% |
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 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