+657.9%
KGC vs AMBA
-9.0%
+667.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -1.3% | -11.0% | +9.7% | -0.3% |
| 30D | +20.3% | -23.2% | +43.4% | +23.0% |
| 3M | +8.1% | -12.7% | +20.8% | +8.4% |
| 6M | -8.8% | +11.2% | -20.0% | -10.9% |
| YTD | +10.1% | -11.2% | +21.3% | +9.3% |
| 1Y | +44.2% | -22.5% | +66.8% | +44.2% |
| 3Y | +533.0% | -1.3% | +534.3% | +507.4% |
| 5Y | +443.0% | -54.2% | +497.2% | +421.6% |
| All | +657.9% | -9.0% | +667.0% | +632.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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