+585.5%
KGC vs MOD
+822.6%
-237.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | -4.1% | +16.1% | -20.2% | -5.0% |
| 30D | -11.6% | -38.5% | +26.9% | -9.0% |
| 3M | -24.5% | -46.8% | +22.3% | -21.7% |
| 6M | -34.6% | -61.6% | +27.0% | -30.8% |
| YTD | -26.2% | -20.5% | -5.6% | -25.0% |
| 1Y | -20.1% | -28.0% | +7.9% | -18.6% |
| 3Y | +312.4% | +134.9% | +177.4% | +302.0% |
| 5Y | +224.9% | +833.2% | -608.2% | +211.5% |
| All | +585.5% | +822.6% | -237.1% | +586.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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