-31.3%
AMT vs KGC
+450.1%
-481.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.8% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | +4.6% | +20.3% | -15.6% | +2.2% |
| 3M | -8.4% | +8.1% | -16.5% | -9.6% |
| 6M | -6.0% | -8.8% | +2.7% | -5.5% |
| YTD | +2.1% | +10.1% | -7.9% | -0.7% |
| 1Y | -6.4% | +44.2% | -50.6% | -13.2% |
| 3Y | +8.1% | +533.0% | -525.0% | -25.1% |
| All | -31.3% | +450.1% | -481.4% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling