+239.7%
KGC vs MSTU
-85.2%
+324.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.1% |
| 7D | -1.3% | +21.3% | -22.6% | -2.8% |
| 30D | +20.3% | +90.8% | -70.5% | +14.8% |
| 3M | +8.1% | -6.8% | +14.8% | +6.2% |
| 6M | -8.8% | -39.8% | +31.1% | -9.1% |
| YTD | +10.1% | -55.7% | +65.7% | +9.2% |
| 1Y | +44.2% | -92.7% | +136.9% | +50.5% |
| All | +239.7% | -85.2% | +324.9% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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