+222.0%
KGC vs AMCR
-9.1%
+231.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -6.7% | -2.4% | -4.3% | -5.6% |
| 30D | -6.7% | +3.6% | -10.2% | -8.4% |
| 3M | -22.6% | -4.2% | -18.4% | -21.3% |
| 6M | -33.4% | +15.5% | -49.0% | -37.6% |
| YTD | -26.0% | +9.7% | -35.7% | -29.4% |
| 1Y | -18.3% | +8.3% | -26.6% | -21.7% |
| 3Y | +315.8% | +15.4% | +300.4% | +266.5% |
| All | +222.0% | -9.1% | +231.1% | +231.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling