+445.9%
KGC vs MCO
+28.6%
+417.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | -5.6% | -3.8% | -1.9% | -4.5% |
| 30D | +6.1% | -0.4% | +6.5% | +6.4% |
| 3M | +17.3% | +7.7% | +9.6% | +14.6% |
| 6M | -10.3% | +7.0% | -17.3% | -12.4% |
| YTD | +3.9% | -6.4% | +10.3% | +4.9% |
| 1Y | +25.7% | -7.6% | +33.4% | +27.3% |
| 3Y | +526.0% | +43.2% | +482.7% | +414.7% |
| All | +445.9% | +28.6% | +417.3% | +319.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling