+655.3%
KGC vs MKC
+29.3%
+626.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.1% |
| 7D | -8.4% | -2.8% | -5.6% | -7.8% |
| 30D | +6.3% | -3.4% | +9.7% | +7.1% |
| 3M | +22.4% | +3.8% | +18.7% | +20.7% |
| 6M | -11.4% | -17.9% | +6.5% | -7.3% |
| YTD | +3.1% | -23.6% | +26.8% | +9.8% |
| 1Y | +26.6% | -23.1% | +49.7% | +34.1% |
| 3Y | +525.6% | -31.5% | +557.1% | +575.0% |
| 5Y | +451.7% | -33.1% | +484.7% | +491.9% |
| All | +655.3% | +29.3% | +626.0% | +576.3% |
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