+357.3%
AMD vs KGC
+315.0%
+42.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -9.0% | -8.8% |
| 7D | +18.9% | -6.7% | +25.6% | +21.2% |
| 30D | -6.4% | -6.7% | +0.2% | -4.7% |
| 3M | +10.6% | -22.6% | +33.1% | +17.5% |
| 6M | +19.9% | -33.4% | +53.3% | +32.2% |
| YTD | +149.4% | -26.0% | +175.4% | +167.9% |
| 1Y | +115.4% | -18.3% | +133.7% | +126.8% |
| 3Y | +357.3% | +315.8% | +41.5% | +299.5% |
| All | +357.3% | +315.0% | +42.3% | +299.5% |
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