+331.1%
AMD vs KGC
+543.3%
-212.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.0% | +5.3% |
| 7D | +2.6% | -1.3% | +3.9% | +2.8% |
| 30D | -0.9% | +20.3% | -21.2% | -6.5% |
| 3M | -8.7% | +8.1% | -16.8% | -11.4% |
| 6M | +136.3% | -8.8% | +145.1% | +137.9% |
| YTD | +123.0% | +10.1% | +112.9% | +115.8% |
| 1Y | +195.2% | +44.2% | +151.0% | +172.3% |
| All | +331.1% | +543.3% | -212.2% | +225.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling