+196.6%
AMD vs KGC
+289.8%
-93.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.8% | -18.1% | -17.5% |
| 7D | -28.6% | 0.0% | -28.6% | -28.6% |
| 30D | -37.7% | -9.3% | -28.4% | -36.1% |
| 3M | -16.1% | -15.9% | -0.2% | -13.0% |
| 6M | +13.8% | -24.9% | +38.7% | +22.1% |
| YTD | +88.8% | -23.0% | +111.9% | +99.9% |
| 1Y | +57.8% | -9.9% | +67.7% | +61.0% |
| 3Y | +260.3% | +301.2% | -41.0% | +143.1% |
| 5Y | +196.6% | +278.5% | -81.9% | +91.1% |
| All | +196.6% | +289.8% | -93.2% | +91.1% |
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