+199.6%
AMGN vs KGC
+692.5%
-493.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -2.0% |
| 7D | -13.9% | -8.4% | -5.5% | -13.3% |
| 30D | -7.1% | +6.3% | -13.5% | -7.6% |
| 3M | +13.9% | +22.4% | -8.5% | +12.2% |
| 6M | +3.2% | -11.4% | +14.7% | +3.7% |
| YTD | +19.2% | +3.1% | +16.1% | +18.3% |
| 1Y | +41.1% | +26.6% | +14.5% | +38.0% |
| 3Y | +61.3% | +525.6% | -464.3% | +41.8% |
| 5Y | +109.1% | +451.7% | -342.6% | +83.2% |
| All | +199.6% | +692.5% | -493.0% | +160.0% |
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