+587.2%
KGC vs MKC
+25.8%
+561.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | 0.0% |
| 7D | -6.7% | -3.0% | -3.7% | -6.0% |
| 30D | -6.7% | +4.8% | -11.5% | -7.8% |
| 3M | -22.6% | -12.8% | -9.7% | -20.2% |
| 6M | -33.4% | +5.0% | -38.5% | -34.8% |
| YTD | -26.0% | -29.1% | +3.1% | -20.0% |
| 1Y | -18.3% | -26.4% | +8.1% | -12.7% |
| 3Y | +315.8% | -21.6% | +337.4% | +328.2% |
| 5Y | +225.7% | -35.2% | +261.0% | +250.6% |
| All | +587.2% | +25.8% | +561.4% | +533.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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