+8.3%
AMT vs KGC
+543.3%
-535.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | +4.6% | +20.3% | -15.6% | +3.1% |
| 3M | -8.4% | +8.1% | -16.5% | -9.0% |
| 6M | -6.0% | -8.8% | +2.7% | -5.4% |
| YTD | +2.1% | +10.1% | -7.9% | +0.3% |
| 1Y | -6.4% | +44.2% | -50.6% | -11.4% |
| All | +8.3% | +543.3% | -535.0% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling