-99.9%
AMIX vs KGC
+296.3%
-396.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.5% |
| 7D | -25.5% | 0.0% | -25.4% | -25.5% |
| 30D | -56.2% | -9.3% | -46.9% | -56.5% |
| 3M | -87.4% | -15.9% | -71.6% | -87.5% |
| 6M | -80.9% | -24.9% | -56.0% | -80.9% |
| YTD | -86.8% | -23.0% | -63.8% | -86.6% |
| 1Y | -91.3% | -9.9% | -81.4% | -90.9% |
| All | -99.9% | +296.3% | -396.3% | -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