+320.9%
KGC vs MAGS
+185.8%
+135.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -4.1% | +3.0% | -7.1% | -5.1% |
| 30D | -11.6% | -7.3% | -4.3% | -9.2% |
| 3M | -24.5% | +1.7% | -26.2% | -24.9% |
| 6M | -34.6% | -0.4% | -34.2% | -34.3% |
| YTD | -26.2% | +4.4% | -30.6% | -27.2% |
| 1Y | -20.1% | +5.1% | -25.2% | -21.4% |
| 3Y | +312.4% | +122.6% | +189.8% | +245.1% |
| All | +320.9% | +185.8% | +135.2% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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