-29.8%
SYK vs KGC
+27.3%
-57.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.9% |
| 7D | -12.3% | -8.4% | -3.9% | -12.2% |
| 30D | -22.4% | +6.3% | -28.8% | -22.5% |
| 3M | -12.3% | +22.4% | -34.8% | -12.6% |
| 6M | -24.3% | -11.4% | -12.9% | -24.2% |
| YTD | -22.8% | +3.1% | -25.9% | -23.5% |
| All | -29.8% | +27.3% | -57.2% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling