In a small saucepan of boiling water, blanch the kumquats for 1 minute. Drain and repeat 3 times. Halve each kumquat and squeeze out any juice; discard the pulp and seeds. Finely dice the skin.
In the same saucepan, combine the diced kumquats with the pineapple, lemon juice, brown sugar, orange juice, kumquat juice and Madeira and bring to a boil. Simmer the chutney over moderate heat, stirring occasionally, until thickened, about 8 minutes.
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