+561.0%
ROKU vs KGC
+698.4%
-137.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.2% |
| 7D | -0.1% | +2.4% | -2.6% | -0.5% |
| 30D | +1.5% | +9.2% | -7.8% | -0.3% |
| 3M | +25.7% | +16.7% | +9.0% | +21.8% |
| 6M | +54.5% | -7.0% | +61.5% | +55.0% |
| YTD | +43.2% | +7.5% | +35.7% | +40.2% |
| 1Y | +56.3% | +34.4% | +21.9% | +47.0% |
| 3Y | +86.1% | +552.0% | -465.9% | +34.7% |
| 5Y | -53.6% | +454.5% | -508.1% | -66.5% |
| All | +561.0% | +698.4% | -137.4% | +440.0% |
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