+269.1%
KGC vs MLM
+2,961.7%
-2,692.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -1.3% | -2.9% | +1.6% | -0.7% |
| 30D | +20.3% | -6.8% | +27.1% | +22.1% |
| 3M | +8.1% | -11.2% | +19.3% | +10.7% |
| 6M | -8.8% | -21.8% | +13.1% | -3.9% |
| YTD | +10.1% | -17.0% | +27.0% | +14.3% |
| 1Y | +44.2% | -16.4% | +60.6% | +49.4% |
| 3Y | +533.0% | +14.5% | +518.6% | +511.2% |
| 5Y | +443.0% | +41.7% | +401.3% | +397.9% |
| 10Y | +678.6% | +200.0% | +478.5% | +479.1% |
| All | +269.1% | +2,961.7% | -2,692.6% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling