+232.6%
KGC vs MSTZ
-99.2%
+331.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | +0.6% |
| 7D | -0.1% | -23.6% | +23.5% | -1.2% |
| 30D | +10.5% | -60.7% | +71.2% | +6.2% |
| 3M | +19.8% | -58.3% | +78.0% | +17.0% |
| 6M | -6.7% | -60.0% | +53.3% | -7.4% |
| YTD | +7.8% | -75.2% | +83.0% | +6.7% |
| 1Y | +35.7% | -19.9% | +55.6% | +40.3% |
| All | +232.6% | -99.2% | +331.8% | +265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 5y: compounded portfolio wealth divided by compounded MSTZ 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…
5y analysis · Full analysis span regression · 6 months rolling