+316.9%
KGC vs MKTX
+1,443.5%
-1,126.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -8.4% | -0.2% | -8.3% | -8.4% |
| 30D | +6.3% | +0.8% | +5.5% | +6.2% |
| 3M | +22.4% | +41.1% | -18.7% | +16.7% |
| 6M | -11.4% | -9.5% | -1.9% | -10.9% |
| YTD | +3.1% | -8.7% | +11.8% | +3.6% |
| 1Y | +26.6% | -10.0% | +36.6% | +27.2% |
| 3Y | +525.6% | -24.6% | +550.2% | +535.5% |
| 5Y | +451.7% | -60.3% | +512.0% | +498.5% |
| 10Y | +675.3% | +5.0% | +670.3% | +648.1% |
| All | +316.9% | +1,443.5% | -1,126.6% | +165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling