+95.5%
AMD vs KGC
-5.3%
+100.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | -2.2% |
| 7D | -15.5% | -6.8% | -8.7% | -12.9% |
| 30D | -22.6% | -9.2% | -13.5% | -19.4% |
| 3M | -5.7% | -9.1% | +3.4% | -5.9% |
| 6M | +43.1% | -25.7% | +68.8% | +60.0% |
| YTD | +128.2% | -23.6% | +151.9% | +133.8% |
| 1Y | +95.5% | -4.3% | +99.8% | +59.0% |
| All | +95.5% | -5.3% | +100.8% | +59.0% |
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