+655.3%
KGC vs MCO
+385.7%
+269.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.9% |
| 7D | -8.4% | -7.3% | -1.1% | -6.5% |
| 30D | +6.3% | -1.7% | +8.1% | +6.9% |
| 3M | +22.4% | +3.9% | +18.5% | +21.1% |
| 6M | -11.4% | +3.8% | -15.2% | -12.5% |
| YTD | +3.1% | -7.9% | +11.0% | +4.5% |
| 1Y | +26.6% | -6.8% | +33.5% | +27.5% |
| 3Y | +525.6% | +40.9% | +484.6% | +449.6% |
| 5Y | +451.7% | +27.5% | +424.2% | +385.9% |
| All | +655.3% | +385.7% | +269.6% | +485.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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