+1,416.2%
AMAT vs KGC
+662.9%
+753.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.3% | +6.1% |
| 7D | +7.0% | +0.2% | +6.7% | +6.9% |
| 30D | -20.6% | -8.8% | -11.8% | -19.5% |
| 3M | -24.8% | -21.1% | -3.7% | -22.2% |
| 6M | -10.7% | -32.3% | +21.6% | -5.8% |
| YTD | +54.3% | -23.5% | +77.7% | +59.5% |
| 1Y | +73.7% | -15.0% | +88.7% | +76.7% |
| 3Y | +168.4% | +327.5% | -159.1% | +113.8% |
| 5Y | +167.6% | +244.3% | -76.7% | +111.9% |
| All | +1,416.2% | +662.9% | +753.3% | +1,075.1% |
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