+445.9%
KGC vs MKTX
-60.5%
+506.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | +6.1% | +0.7% | +5.4% | +6.0% |
| 3M | +17.3% | +40.8% | -23.5% | +9.1% |
| 6M | -10.3% | -8.0% | -2.3% | -9.1% |
| YTD | +3.9% | -8.7% | +12.6% | +5.3% |
| 1Y | +25.7% | -11.8% | +37.6% | +28.2% |
| 3Y | +526.0% | -24.0% | +550.0% | +541.5% |
| All | +445.9% | -60.5% | +506.4% | +457.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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