+219.6%
KGC vs MOD
+1,544.7%
-1,325.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.1% | +1.3% |
| 7D | 0.0% | -34.2% | +34.1% | +2.6% |
| 30D | -9.3% | -51.9% | +42.6% | -4.8% |
| 3M | -15.9% | -53.0% | +37.2% | -11.7% |
| 6M | -24.9% | -66.4% | +41.5% | -19.4% |
| YTD | -23.0% | -31.5% | +8.5% | -21.7% |
| 1Y | -9.9% | -39.6% | +29.6% | -7.8% |
| 3Y | +301.2% | +116.8% | +184.4% | +271.9% |
| 5Y | +278.5% | +713.8% | -435.3% | +219.8% |
| 10Y | +484.3% | +882.7% | -398.4% | +361.4% |
| All | +219.6% | +1,544.7% | -1,325.1% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling