+112.0%
AMGN vs KGC
+454.1%
-342.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -11.6% | -0.1% | -11.5% | -11.6% |
| 30D | -5.7% | +10.5% | -16.1% | -6.6% |
| 3M | +14.2% | +19.8% | -5.6% | +12.0% |
| 6M | +5.2% | -6.7% | +11.9% | +5.2% |
| YTD | +22.0% | +7.8% | +14.2% | +20.0% |
| 1Y | +43.6% | +35.7% | +8.0% | +38.0% |
| 3Y | +65.0% | +553.7% | -488.7% | +34.2% |
| 5Y | +112.0% | +461.7% | -349.6% | +71.8% |
| All | +112.0% | +454.1% | -342.1% | +71.8% |
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 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