+587.2%
KGC vs MOS
-3.5%
+590.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -6.7% | -2.0% | -4.7% | -6.3% |
| 30D | -6.7% | +15.3% | -22.0% | -8.9% |
| 3M | -22.6% | +1.5% | -24.1% | -22.9% |
| 6M | -33.4% | -2.0% | -31.5% | -33.4% |
| YTD | -26.0% | -6.5% | -19.5% | -25.5% |
| 1Y | -18.3% | -11.1% | -7.2% | -17.2% |
| 3Y | +315.8% | -30.3% | +346.0% | +328.6% |
| 5Y | +225.7% | -33.5% | +259.2% | +240.9% |
| All | +587.2% | -3.5% | +590.7% | +615.5% |
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