+44.2%
KGC vs MAS
+1.6%
+42.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.8% |
| 7D | -1.3% | -0.8% | -0.5% | -1.0% |
| 30D | +20.3% | -5.6% | +25.8% | +22.3% |
| 3M | +8.1% | +4.4% | +3.6% | +6.1% |
| 6M | -8.8% | +7.2% | -16.0% | -13.0% |
| YTD | +10.1% | +16.1% | -6.1% | +2.4% |
| 1Y | +44.2% | +0.1% | +44.1% | +33.3% |
| All | +44.2% | +1.6% | +42.6% | +33.3% |
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