+117.1%
AMAT vs KGC
+289.8%
-172.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -38.6% |
| 3M | -40.2% | -15.9% | -24.3% | -38.3% |
| 6M | -22.1% | -24.9% | +2.7% | -17.9% |
| YTD | +24.7% | -23.0% | +47.7% | +30.2% |
| 1Y | +33.3% | -9.9% | +43.2% | +34.5% |
| 3Y | +133.9% | +301.2% | -167.4% | +65.0% |
| 5Y | +117.1% | +278.5% | -161.5% | +45.1% |
| All | +117.1% | +289.8% | -172.8% | +45.1% |
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 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