-4.3%
KGC vs AMDL
+108.7%
-112.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +7.3% |
| 7D | -6.8% | -30.7% | +23.9% | -2.5% |
| 30D | -9.2% | -43.8% | +34.6% | -2.9% |
| 3M | -9.1% | -24.5% | +15.4% | -7.9% |
| 6M | -25.7% | +44.7% | -70.3% | -35.0% |
| YTD | -23.6% | +204.0% | -227.6% | -43.0% |
| 1Y | -4.3% | +109.1% | -113.4% | -22.4% |
| All | -4.3% | +108.7% | -112.9% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling