+549.6%
KGC vs AMCR
+8.5%
+541.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.3% |
| 7D | -0.1% | -6.3% | +6.2% | +2.3% |
| 30D | +10.5% | -7.1% | +17.6% | +13.6% |
| 3M | +19.8% | +12.7% | +7.1% | +15.1% |
| 6M | -6.7% | +5.2% | -11.8% | -9.0% |
| YTD | +7.8% | +8.1% | -0.3% | +4.8% |
| 1Y | +35.7% | +11.7% | +23.9% | +30.9% |
| All | +549.6% | +8.5% | +541.1% | +503.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling