+553.0%
AMZN vs KGC
+692.5%
-139.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.2% |
| 7D | -2.7% | -8.4% | +5.7% | -1.9% |
| 30D | -7.5% | +6.3% | -13.8% | -8.2% |
| 3M | +5.8% | +22.4% | -16.6% | +3.3% |
| 6M | +17.5% | -11.4% | +28.9% | +18.2% |
| YTD | +9.1% | +3.1% | +6.0% | +7.7% |
| 1Y | +9.4% | +26.6% | -17.3% | +5.3% |
| 3Y | +82.2% | +525.6% | -443.4% | +45.7% |
| 5Y | +45.2% | +451.7% | -406.4% | +15.1% |
| All | +553.0% | +692.5% | -139.5% | +431.0% |
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 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