+199.0%
AMD vs KGC
+286.2%
-87.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.0% | +8.0% | +10.2% |
| 7D | -11.0% | +10.5% | -21.5% | -13.7% |
| 30D | -30.5% | -4.1% | -26.4% | -29.7% |
| 3M | -8.2% | -13.1% | +4.9% | -5.7% |
| 6M | +6.6% | -27.5% | +34.1% | +15.2% |
| YTD | +109.7% | -20.7% | +130.4% | +120.3% |
| 1Y | +88.9% | -6.1% | +95.0% | +90.7% |
| 3Y | +301.8% | +318.6% | -16.8% | +168.7% |
| All | +199.0% | +286.2% | -87.2% | +88.4% |
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