+1,162.1%
AMAT vs KGC
+523.1%
+639.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.7% |
| 7D | -14.7% | +10.5% | -25.2% | -16.2% |
| 30D | -36.1% | -4.1% | -32.0% | -35.8% |
| 3M | -36.9% | -13.1% | -23.8% | -35.8% |
| 6M | -22.2% | -27.5% | +5.4% | -18.7% |
| YTD | +29.9% | -20.7% | +50.6% | +33.5% |
| 1Y | +43.3% | -6.1% | +49.3% | +43.6% |
| 3Y | +142.7% | +318.6% | -175.9% | +93.8% |
| 5Y | +126.2% | +289.9% | -163.7% | +76.8% |
| All | +1,162.1% | +523.1% | +639.0% | +883.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling