+318.6%
KGC vs MOD
+129.2%
+189.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.7% | +2.2% |
| 7D | +10.5% | -25.5% | +36.0% | +14.3% |
| 30D | -4.1% | -49.0% | +44.9% | +5.1% |
| 3M | -13.1% | -49.8% | +36.7% | -4.9% |
| 6M | -27.5% | -64.8% | +37.2% | -16.9% |
| YTD | -20.7% | -27.6% | +6.9% | -17.4% |
| 1Y | -6.1% | -35.2% | +29.1% | -1.0% |
| 3Y | +318.6% | +137.1% | +181.5% | +335.0% |
| All | +318.6% | +129.2% | +189.4% | +335.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling