+72.2%
AMAT vs KGC
-15.5%
+87.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -18.4% |
| 3M | -24.8% | -21.1% | -3.7% | -19.9% |
| 6M | -10.7% | -32.3% | +21.6% | -0.4% |
| YTD | +54.3% | -23.5% | +77.7% | +61.9% |
| All | +72.2% | -15.5% | +87.7% | +75.3% |
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