+710.0%
KGC vs MGY
+210.4%
+499.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -5.6% | +3.5% | -9.2% | -5.8% |
| 30D | +6.1% | +5.3% | +0.9% | +5.8% |
| 3M | +17.3% | +2.6% | +14.7% | +17.0% |
| 6M | -10.3% | -3.3% | -7.0% | -10.5% |
| YTD | +3.9% | +29.2% | -25.4% | +1.5% |
| 1Y | +25.7% | +18.0% | +7.7% | +23.6% |
| 3Y | +526.0% | +30.0% | +496.0% | +508.1% |
| 5Y | +455.5% | +92.7% | +362.8% | +442.2% |
| All | +710.0% | +210.4% | +499.6% | +687.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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