+527.8%
KGC vs MLM
+185.4%
+342.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.3% |
| 7D | +10.5% | -4.1% | +14.6% | +11.3% |
| 30D | -4.1% | +8.2% | -12.2% | -5.6% |
| 3M | -13.1% | -3.6% | -9.5% | -12.6% |
| 6M | -27.5% | -15.6% | -12.0% | -25.5% |
| YTD | -20.7% | -16.4% | -4.3% | -18.4% |
| 1Y | -6.1% | -14.3% | +8.3% | -3.6% |
| 3Y | +318.6% | +19.3% | +299.3% | +307.1% |
| 5Y | +289.9% | +29.6% | +260.4% | +270.1% |
| All | +527.8% | +185.4% | +342.4% | +463.5% |
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