+158.2%
AMAT vs KGC
+265.7%
-107.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +1.9% |
| 7D | -2.5% | +8.0% | -10.5% | -4.4% |
| 30D | -26.5% | -9.3% | -17.2% | -25.0% |
| 3M | -28.6% | -21.3% | -7.3% | -25.1% |
| 6M | -14.2% | -31.5% | +17.2% | -7.6% |
| YTD | +45.5% | -23.2% | +68.7% | +52.1% |
| 1Y | +59.3% | -15.0% | +74.4% | +62.8% |
| 3Y | +153.1% | +328.7% | -175.6% | +75.1% |
| 5Y | +158.2% | +262.9% | -104.7% | +78.2% |
| All | +158.2% | +265.7% | -107.6% | +78.2% |
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