+32.6%
KGC vs AMRZ
-19.3%
+51.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.8% |
| 7D | -4.1% | -4.0% | -0.1% | -2.4% |
| 30D | -11.6% | +12.4% | -24.0% | -15.7% |
| 3M | -24.5% | -11.5% | -13.0% | -21.2% |
| 6M | -34.6% | -21.6% | -13.0% | -29.0% |
| YTD | -26.2% | -23.4% | -2.8% | -18.5% |
| 1Y | -20.1% | -17.2% | -3.0% | -11.9% |
| All | +32.6% | -19.3% | +51.9% | +46.6% |
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