+105.2%
AMKR vs KGC
+28.2%
+77.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.8% | +4.2% |
| 7D | +8.3% | -5.6% | +13.9% | +10.6% |
| 30D | -6.8% | +6.1% | -12.9% | -9.4% |
| 3M | -31.9% | +17.3% | -49.3% | -36.7% |
| 6M | +18.4% | -10.3% | +28.6% | +20.4% |
| YTD | +31.7% | +3.9% | +27.8% | +26.5% |
| 1Y | +105.2% | +25.7% | +79.5% | +88.7% |
| All | +105.2% | +28.2% | +77.0% | +88.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling