+451.7%
KGC vs AMCR
-9.6%
+461.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | -8.4% | -5.0% | -3.5% | -6.3% |
| 30D | +6.3% | -8.0% | +14.3% | +10.4% |
| 3M | +22.4% | +14.3% | +8.2% | +15.5% |
| 6M | -11.4% | +5.3% | -16.8% | -13.7% |
| YTD | +3.1% | +7.7% | -4.6% | -0.6% |
| 1Y | +26.6% | +10.8% | +15.8% | +20.5% |
| 3Y | +525.6% | +9.6% | +516.0% | +466.8% |
| 5Y | +451.7% | -10.2% | +461.8% | +466.6% |
| All | +451.7% | -9.6% | +461.3% | +466.6% |
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 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