+217.1%
KGC vs MAS
+1,727.7%
-1,510.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.6% | +1.8% | +6.8% |
| 7D | -6.8% | +14.2% | -21.0% | -8.3% |
| 30D | -9.2% | +26.8% | -36.0% | -11.8% |
| 3M | -9.1% | +13.1% | -22.2% | -10.5% |
| 6M | -25.7% | +27.9% | -53.6% | -27.9% |
| YTD | -23.6% | +38.7% | -62.3% | -26.8% |
| 1Y | -4.3% | +40.4% | -44.7% | -8.4% |
| 3Y | +298.1% | +66.1% | +232.0% | +270.3% |
| 5Y | +288.1% | +47.4% | +240.6% | +263.1% |
| 10Y | +479.7% | +238.3% | +241.3% | +391.5% |
| All | +217.1% | +1,727.7% | -1,510.6% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling