+247.2%
AMAT vs KGC
+450.1%
-202.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.8% |
| 7D | -1.5% | -1.3% | -0.2% | -1.3% |
| 30D | -14.8% | +20.3% | -35.1% | -18.7% |
| 3M | -9.3% | +8.1% | -17.4% | -11.5% |
| 6M | +27.4% | -8.8% | +36.2% | +28.5% |
| YTD | +77.6% | +10.1% | +67.5% | +71.6% |
| 1Y | +188.9% | +44.2% | +144.7% | +163.2% |
| 3Y | +202.3% | +533.0% | -330.7% | +95.0% |
| All | +247.2% | +450.1% | -202.9% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling