+310.8%
AMKR vs KGC
+150.0%
+160.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +6.4% |
| 7D | +11.1% | +2.4% | +8.7% | +10.9% |
| 30D | -8.1% | +9.2% | -17.3% | -8.8% |
| 3M | -25.6% | +16.7% | -42.3% | -26.6% |
| 6M | +22.5% | -7.0% | +29.5% | +23.0% |
| YTD | +29.1% | +7.5% | +21.6% | +28.0% |
| 1Y | +105.7% | +34.4% | +71.3% | +100.4% |
| 3Y | +133.2% | +552.0% | -418.8% | +101.0% |
| 5Y | +98.5% | +454.5% | -356.0% | +71.3% |
| 10Y | +490.6% | +658.7% | -168.0% | +389.1% |
| All | +310.8% | +150.0% | +160.9% | +325.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling