+6,406.4%
AMD vs KGC
+657.9%
+5,748.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.0% | +5.2% |
| 7D | +2.6% | -1.3% | +3.9% | +2.8% |
| 30D | -0.9% | +20.3% | -21.2% | -5.0% |
| 3M | -8.7% | +8.1% | -16.8% | -10.6% |
| 6M | +136.3% | -8.8% | +145.1% | +139.1% |
| YTD | +123.0% | +10.1% | +112.9% | +117.2% |
| 1Y | +195.2% | +44.2% | +151.0% | +173.3% |
| 3Y | +336.3% | +533.0% | -196.7% | +203.9% |
| 5Y | +334.5% | +443.0% | -108.5% | +201.0% |
| All | +6,406.4% | +657.9% | +5,748.5% | +4,340.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling