+105.7%
AMT vs KGC
+676.2%
-570.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.1% |
| 7D | -0.2% | +2.4% | -2.6% | -0.4% |
| 30D | +1.8% | +9.2% | -7.4% | +0.9% |
| 3M | -6.2% | +16.7% | -22.9% | -7.8% |
| 6M | -5.0% | -7.0% | +2.0% | -4.9% |
| YTD | +2.1% | +7.5% | -5.4% | +0.3% |
| 1Y | -5.7% | +34.4% | -40.1% | -9.9% |
| 3Y | +7.9% | +552.0% | -544.0% | -13.9% |
| 5Y | -32.3% | +454.5% | -486.9% | -46.2% |
| All | +105.7% | +676.2% | -570.5% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling