+461.7%
KGC vs MKC
-34.7%
+496.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -0.1% | -4.3% | +4.2% | +0.7% |
| 30D | +10.5% | -3.1% | +13.6% | +11.0% |
| 3M | +19.8% | +6.8% | +13.0% | +17.8% |
| 6M | -6.7% | -18.3% | +11.7% | -2.5% |
| YTD | +7.8% | -23.1% | +30.8% | +14.0% |
| 1Y | +35.7% | -23.7% | +59.4% | +43.5% |
| 3Y | +553.7% | -31.0% | +584.7% | +600.8% |
| 5Y | +461.7% | -33.5% | +495.2% | +463.6% |
| All | +461.7% | -34.7% | +496.4% | +463.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling