+527.8%
KGC vs MAS
+213.7%
+314.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +3.4% |
| 7D | +10.5% | +2.0% | +8.5% | +10.1% |
| 30D | -4.1% | +19.4% | -23.4% | -7.7% |
| 3M | -13.1% | +9.4% | -22.5% | -14.8% |
| 6M | -27.5% | +15.3% | -42.9% | -29.9% |
| YTD | -20.7% | +31.3% | -52.0% | -25.5% |
| 1Y | -6.1% | +34.9% | -40.9% | -12.2% |
| 3Y | +318.6% | +58.6% | +260.0% | +270.5% |
| 5Y | +289.9% | +40.7% | +249.2% | +246.1% |
| All | +527.8% | +213.7% | +314.1% | +436.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling