+158.7%
AMGN vs KGC
+248.4%
-89.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | +12.1% | -8.8% | +20.9% | +12.9% |
| 3M | +13.6% | -21.1% | +34.7% | +15.9% |
| 6M | +43.9% | -32.3% | +76.3% | +48.5% |
| YTD | +45.9% | -23.5% | +69.4% | +48.0% |
| 1Y | +42.1% | -15.0% | +57.1% | +42.6% |
| 3Y | +91.6% | +327.5% | -235.9% | +61.3% |
| All | +158.7% | +248.4% | -89.7% | +119.8% |
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