-99.8%
AMIX vs KGC
+466.7%
-566.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -2.1% |
| 7D | -13.7% | -1.3% | -12.4% | -13.8% |
| 30D | -62.1% | +20.3% | -82.3% | -61.1% |
| 3M | -46.2% | +8.1% | -54.2% | -44.7% |
| 6M | -46.4% | -8.8% | -37.7% | -45.7% |
| YTD | -60.3% | +10.1% | -70.3% | -58.4% |
| 1Y | -79.7% | +44.2% | -123.9% | -77.5% |
| All | -99.8% | +466.7% | -566.5% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling