+132.8%
AMAT vs KGC
+304.9%
-172.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.8% | -14.4% | -13.8% |
| 7D | -24.3% | 0.0% | -24.2% | -24.4% |
| 30D | -39.8% | -9.3% | -30.5% | -38.5% |
| 3M | -40.2% | -15.9% | -24.3% | -38.4% |
| 6M | -22.1% | -24.9% | +2.7% | -18.0% |
| YTD | +24.7% | -23.0% | +47.7% | +30.6% |
| 1Y | +33.3% | -9.9% | +43.2% | +35.6% |
| All | +132.8% | +304.9% | -172.1% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling