+378.2%
KGC vs AMCR
+100.2%
+278.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -1.3% | -1.9% | +0.6% | -0.8% |
| 30D | +20.3% | -4.1% | +24.4% | +21.6% |
| 3M | +8.1% | +21.7% | -13.6% | +2.9% |
| 6M | -8.8% | +1.5% | -10.3% | -9.4% |
| YTD | +10.1% | +13.1% | -3.1% | +6.6% |
| 1Y | +44.2% | +13.0% | +31.2% | +39.6% |
| 3Y | +533.0% | +6.9% | +526.1% | +512.1% |
| 5Y | +443.0% | -10.5% | +453.5% | +445.3% |
| 10Y | +678.6% | +20.9% | +657.7% | +638.6% |
| All | +378.2% | +100.2% | +278.0% | +334.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling