+568.9%
KGC vs AME
+438.4%
+130.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +8.0% | -4.1% | +12.2% | +8.9% |
| 30D | -9.3% | -4.1% | -5.2% | -8.5% |
| 3M | -21.3% | -5.6% | -15.7% | -20.4% |
| 6M | -31.5% | +2.8% | -34.3% | -32.0% |
| YTD | -23.2% | +16.6% | -39.8% | -25.7% |
| 1Y | -15.0% | +21.1% | -36.1% | -18.4% |
| 3Y | +328.7% | +61.1% | +267.6% | +285.5% |
| 5Y | +262.9% | +76.6% | +186.3% | +217.0% |
| 10Y | +568.9% | +431.3% | +137.6% | +519.0% |
| All | +568.9% | +438.4% | +130.5% | +519.0% |
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