+105.4%
AMT vs KGC
+678.3%
-572.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +3.7% | +10.5% | -6.7% | +2.7% |
| 3M | -7.2% | +19.8% | -27.0% | -9.1% |
| 6M | -4.2% | -6.7% | +2.5% | -4.1% |
| YTD | +1.9% | +7.8% | -5.9% | +0.1% |
| 1Y | -6.4% | +35.7% | -42.0% | -10.6% |
| 3Y | +7.7% | +553.7% | -546.0% | -14.1% |
| 5Y | -30.9% | +461.7% | -492.6% | -45.1% |
| 10Y | +105.4% | +710.2% | -604.8% | +61.0% |
| All | +105.4% | +678.3% | -572.9% | +61.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling