+357.0%
KGC vs AME
+18,709.1%
-18,352.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.5% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | +20.3% | -6.7% | +27.0% | +21.7% |
| 3M | +8.1% | +4.1% | +4.0% | +7.3% |
| 6M | -8.8% | +1.6% | -10.3% | -8.9% |
| YTD | +10.1% | +16.1% | -6.1% | +7.5% |
| 1Y | +44.2% | +27.3% | +16.9% | +38.7% |
| 3Y | +533.0% | +50.9% | +482.2% | +488.1% |
| 5Y | +443.0% | +81.4% | +361.6% | +388.7% |
| 10Y | +678.6% | +417.0% | +261.6% | +484.2% |
| All | +357.0% | +18,709.1% | -18,352.1% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling