+655.3%
KGC vs MDY
+175.0%
+480.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.9% |
| 7D | -8.4% | -2.5% | -5.9% | -7.4% |
| 30D | +6.3% | -5.0% | +11.4% | +8.8% |
| 3M | +22.4% | +0.5% | +22.0% | +22.4% |
| 6M | -11.4% | +8.0% | -19.4% | -13.6% |
| YTD | +3.1% | +12.2% | -9.0% | -0.8% |
| 1Y | +26.6% | +14.0% | +12.6% | +21.1% |
| 3Y | +525.6% | +48.2% | +477.4% | +440.4% |
| 5Y | +451.7% | +46.1% | +405.6% | +375.5% |
| All | +655.3% | +175.0% | +480.4% | +468.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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