+236.8%
KGC vs MKC
-35.3%
+272.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | +0.2% | -7.0% | +7.2% | +1.6% |
| 30D | -8.8% | +4.1% | -12.9% | -9.6% |
| 3M | -21.1% | -10.3% | -10.8% | -19.7% |
| 6M | -32.3% | +1.7% | -34.0% | -33.0% |
| YTD | -23.5% | -29.1% | +5.6% | -17.9% |
| 1Y | -15.0% | -26.0% | +11.0% | -9.8% |
| 3Y | +327.5% | -21.5% | +349.0% | +334.3% |
| All | +236.8% | -35.3% | +272.2% | +248.3% |
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 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