-34.6%
KGC vs MSTZ
-8.3%
-26.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +12.8% | -16.4% | -1.6% |
| 7D | -4.1% | +25.6% | -29.7% | -0.4% |
| 30D | -11.6% | +50.6% | -62.2% | -4.1% |
| 3M | -24.5% | -64.5% | +40.0% | -32.3% |
| 6M | -34.6% | -14.0% | -20.5% | -22.9% |
| All | -34.6% | -8.3% | -26.3% | -22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling