+552.0%
KGC vs AME
+55.3%
+496.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.4% | +2.8% | -0.3% | +1.5% |
| 30D | +9.2% | -6.3% | +15.5% | +11.6% |
| 3M | +16.7% | +5.4% | +11.4% | +14.4% |
| 6M | -7.0% | +7.4% | -14.4% | -9.2% |
| YTD | +7.5% | +16.2% | -8.7% | +4.0% |
| 1Y | +34.4% | +26.8% | +7.5% | +27.9% |
| 3Y | +552.0% | +57.5% | +494.5% | +520.6% |
| All | +552.0% | +55.3% | +496.7% | +520.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling