-5.2%
SBUX vs KGC
+454.1%
-459.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -3.9% | +10.5% | -14.3% | -5.1% |
| 3M | +3.3% | +19.8% | -16.5% | +0.6% |
| 6M | +1.4% | -6.7% | +8.1% | +1.5% |
| YTD | +21.0% | +7.8% | +13.2% | +18.1% |
| 1Y | +22.4% | +35.7% | -13.3% | +15.0% |
| 3Y | +13.2% | +553.7% | -540.5% | -20.3% |
| 5Y | -5.2% | +461.7% | -466.9% | -34.0% |
| All | -5.2% | +454.1% | -459.3% | -34.0% |
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 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