+158.2%
KGC vs MLM
+3,039.4%
-2,881.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.9% |
| 7D | 0.0% | -1.2% | +1.2% | +0.2% |
| 30D | -9.3% | +7.9% | -17.3% | -10.9% |
| 3M | -15.9% | -4.5% | -11.4% | -15.1% |
| 6M | -24.9% | -12.6% | -12.2% | -22.8% |
| YTD | -23.0% | -14.9% | -8.2% | -20.5% |
| 1Y | -9.9% | -13.1% | +3.1% | -7.4% |
| 3Y | +301.2% | +21.2% | +280.0% | +283.0% |
| 5Y | +278.5% | +32.0% | +246.5% | +251.8% |
| 10Y | +484.3% | +195.3% | +288.9% | +336.0% |
| All | +158.2% | +3,039.4% | -2,881.2% | +26.7% |
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