+660.5%
KGC vs AMCR
+14.6%
+645.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | -5.6% | -6.3% | +0.6% | -3.9% |
| 30D | +6.1% | -7.8% | +13.9% | +8.7% |
| 3M | +17.3% | +7.5% | +9.8% | +15.0% |
| 6M | -10.3% | +2.7% | -13.0% | -11.0% |
| YTD | +3.9% | +6.0% | -2.2% | +2.1% |
| 1Y | +25.7% | +7.8% | +17.9% | +23.0% |
| 3Y | +526.0% | +5.8% | +520.2% | +505.2% |
| 5Y | +455.5% | -11.6% | +467.1% | +461.4% |
| All | +660.5% | +14.6% | +645.9% | +655.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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