+66.9%
AMAT vs KGC
-20.2%
+87.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | +11.4% | -6.7% | +18.0% | +13.8% |
| 30D | -17.0% | -6.7% | -10.4% | -15.4% |
| 3M | -30.6% | -22.6% | -8.0% | -25.8% |
| 6M | -14.9% | -33.4% | +18.5% | -4.7% |
| YTD | +44.7% | -26.0% | +70.7% | +54.5% |
| 1Y | +66.9% | -18.3% | +85.2% | +71.4% |
| All | +66.9% | -20.2% | +87.1% | +71.4% |
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