+140.7%
AMT vs KGC
+662.9%
-522.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +4.2% | -8.8% | +13.0% | +4.9% |
| 3M | +13.4% | -21.1% | +34.5% | +15.5% |
| 6M | +9.4% | -32.3% | +41.7% | +12.7% |
| YTD | +11.7% | -23.5% | +35.1% | +12.9% |
| 1Y | +7.1% | -15.0% | +22.1% | +7.1% |
| 3Y | +15.1% | +327.5% | -312.4% | -4.8% |
| 5Y | -17.9% | +244.3% | -262.2% | -32.3% |
| All | +140.7% | +662.9% | -522.2% | +92.3% |
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