+219.6%
KGC vs MOS
+122.8%
+96.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.1% |
| 7D | 0.0% | +22.5% | -22.5% | -4.3% |
| 30D | -9.3% | +6.6% | -16.0% | -10.7% |
| 3M | -15.9% | -3.8% | -12.1% | -15.4% |
| 6M | -24.9% | -2.2% | -22.7% | -24.8% |
| YTD | -23.0% | -4.8% | -18.3% | -22.8% |
| 1Y | -9.9% | -11.7% | +1.8% | -8.4% |
| 3Y | +301.2% | -26.5% | +327.8% | +315.6% |
| 5Y | +278.5% | -32.2% | +310.7% | +288.0% |
| 10Y | +484.3% | +10.2% | +474.1% | +381.7% |
| All | +219.6% | +122.8% | +96.8% | +167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling