+357.0%
KGC vs MOD
+3,565.2%
-3,208.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -2.6% |
| 7D | -1.3% | +9.6% | -10.9% | -1.9% |
| 30D | +20.3% | 0.0% | +20.3% | +20.2% |
| 3M | +8.1% | -35.4% | +43.5% | +11.2% |
| 6M | -8.8% | -7.3% | -1.5% | -8.7% |
| YTD | +10.1% | +45.8% | -35.7% | +6.5% |
| 1Y | +44.2% | +43.1% | +1.1% | +39.5% |
| 3Y | +533.0% | +297.7% | +235.4% | +462.6% |
| 5Y | +443.0% | +1,478.8% | -1,035.8% | +338.5% |
| 10Y | +678.6% | +1,633.4% | -954.8% | +493.1% |
| All | +357.0% | +3,565.2% | -3,208.2% | +200.1% |
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