+587.2%
KGC vs MLM
+138.2%
+449.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | -6.7% | -0.9% | -5.8% | -6.5% |
| 30D | -6.7% | +9.0% | -15.7% | -8.3% |
| 3M | -22.6% | -5.6% | -17.0% | -21.8% |
| 6M | -33.4% | -10.7% | -22.7% | -32.1% |
| YTD | -26.0% | -17.2% | -8.8% | -23.6% |
| 1Y | -18.3% | -14.2% | -4.1% | -16.1% |
| 3Y | +315.8% | +15.6% | +300.2% | +306.2% |
| 5Y | +225.7% | +26.2% | +199.5% | +209.7% |
| All | +587.2% | +138.2% | +449.0% | +487.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling