+136.9%
KGC vs MSTZ
-99.3%
+236.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.6% | -13.4% | -5.3% |
| 7D | +8.0% | +21.1% | -13.1% | +9.6% |
| 30D | -9.3% | +40.1% | -49.4% | -6.6% |
| 3M | -21.3% | -66.1% | +44.8% | -23.8% |
| 6M | -31.5% | -20.7% | -10.8% | -29.8% |
| YTD | -23.2% | -78.6% | +55.4% | -23.4% |
| 1Y | -15.0% | -55.5% | +40.5% | -12.9% |
| All | +136.9% | -99.3% | +236.2% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling