+1,472.1%
AXTI vs KGC
+698.0%
+774.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +5.1% | -5.6% | +10.7% | +6.2% |
| 30D | -17.5% | +6.1% | -23.6% | -18.5% |
| 3M | -26.7% | +17.3% | -44.0% | -28.6% |
| 6M | +36.8% | -10.3% | +47.1% | +38.3% |
| YTD | +296.1% | +3.9% | +292.3% | +288.0% |
| 1Y | +1,810.6% | +25.7% | +1,784.9% | +1,720.6% |
| 3Y | +2,587.6% | +526.0% | +2,061.6% | +1,923.4% |
| 5Y | +601.7% | +455.5% | +146.3% | +424.8% |
| All | +1,472.1% | +698.0% | +774.1% | +1,150.6% |
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