-99.9%
AMIX vs KGC
+308.3%
-408.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | +0.2% |
| 7D | -16.0% | +10.5% | -26.5% | -15.5% |
| 30D | -55.4% | -4.1% | -51.4% | -55.5% |
| 3M | -87.5% | -13.1% | -74.4% | -87.5% |
| 6M | -81.2% | -27.5% | -53.7% | -81.3% |
| YTD | -86.8% | -20.7% | -66.1% | -86.6% |
| 1Y | -91.6% | -6.1% | -85.5% | -91.1% |
| All | -99.9% | +308.3% | -408.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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