+85.3%
KGC vs AMRZ
-20.3%
+105.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.8% |
| 7D | -8.4% | -8.1% | -0.3% | -5.5% |
| 30D | +6.3% | -14.8% | +21.2% | +12.6% |
| 3M | +22.4% | -19.7% | +42.2% | +31.8% |
| 6M | -11.4% | -30.8% | +19.4% | -0.6% |
| YTD | +3.1% | -24.3% | +27.4% | +14.4% |
| 1Y | +26.6% | -24.0% | +50.6% | +39.8% |
| All | +85.3% | -20.3% | +105.6% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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