+26.6%
KGC vs MKC
-23.8%
+50.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.3% |
| 7D | -8.4% | -2.8% | -5.6% | -8.5% |
| 30D | +6.3% | -3.4% | +9.7% | +6.2% |
| 3M | +22.4% | +3.8% | +18.7% | +23.0% |
| 6M | -11.4% | -17.9% | +6.5% | -9.0% |
| YTD | +3.1% | -23.6% | +26.8% | +6.6% |
| 1Y | +26.6% | -23.1% | +49.7% | +30.2% |
| All | +26.6% | -23.8% | +50.4% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling