+306.4%
KGC vs MOS
-26.7%
+333.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.3% |
| 7D | 0.0% | +22.5% | -22.5% | -6.7% |
| 30D | -9.3% | +6.6% | -16.0% | -11.6% |
| 3M | -15.9% | -3.8% | -12.1% | -15.3% |
| 6M | -24.9% | -2.2% | -22.7% | -25.1% |
| YTD | -23.0% | -4.8% | -18.3% | -22.5% |
| 1Y | -9.9% | -11.7% | +1.8% | -7.8% |
| All | +306.4% | -26.7% | +333.1% | +326.9% |
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