+555.2%
KGC vs MOS
-29.5%
+584.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.7% |
| 7D | -1.3% | +9.5% | -10.8% | -4.1% |
| 30D | +20.3% | +10.4% | +9.9% | +16.5% |
| 3M | +8.1% | +12.9% | -4.8% | +3.7% |
| 6M | -8.8% | +1.2% | -10.0% | -10.1% |
| YTD | +10.1% | +9.3% | +0.7% | +6.7% |
| 1Y | +44.2% | -18.0% | +62.2% | +48.3% |
| All | +555.2% | -29.5% | +584.6% | +567.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling