+587.2%
KGC vs AME
+444.5%
+142.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -6.7% | +5.9% | -12.5% | -7.9% |
| 30D | -6.7% | -1.9% | -4.7% | -6.4% |
| 3M | -22.6% | -5.4% | -17.2% | -21.7% |
| 6M | -33.4% | +4.9% | -38.4% | -34.3% |
| YTD | -26.0% | +18.5% | -44.4% | -28.6% |
| 1Y | -18.3% | +25.5% | -43.8% | -22.0% |
| 3Y | +315.8% | +63.0% | +252.8% | +273.4% |
| 5Y | +225.7% | +78.3% | +147.4% | +184.2% |
| All | +587.2% | +444.5% | +142.7% | +586.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling