-4.3%
KGC vs MAS
+40.8%
-45.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.6% | +1.8% | +5.3% |
| 7D | -6.8% | +14.2% | -21.0% | -11.3% |
| 30D | -9.2% | +26.8% | -36.0% | -17.2% |
| 3M | -9.1% | +13.1% | -22.2% | -13.8% |
| 6M | -25.7% | +27.9% | -53.6% | -33.0% |
| YTD | -23.6% | +38.7% | -62.3% | -36.0% |
| 1Y | -4.3% | +40.4% | -44.7% | -20.0% |
| All | -4.3% | +40.8% | -45.1% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling