+649.7%
KGC vs MOS
+5.8%
+643.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | -1.3% | +9.5% | -10.8% | -2.7% |
| 30D | +20.3% | +10.4% | +9.9% | +18.4% |
| 3M | +8.1% | +12.9% | -4.8% | +5.9% |
| 6M | -8.8% | +1.2% | -10.0% | -9.3% |
| YTD | +10.1% | +9.3% | +0.7% | +8.3% |
| 1Y | +44.2% | -18.0% | +62.2% | +47.0% |
| 3Y | +533.0% | -29.0% | +562.1% | +547.2% |
| 5Y | +443.0% | -9.6% | +452.6% | +449.0% |
| All | +649.7% | +5.8% | +643.8% | +731.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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