+689.3%
KGC vs MTB
+171.7%
+517.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -0.1% | +1.1% | -1.2% | -0.1% |
| 30D | +10.5% | -4.6% | +15.1% | +10.5% |
| 3M | +19.8% | +6.3% | +13.5% | +19.6% |
| 6M | -6.7% | +15.6% | -22.3% | -6.9% |
| YTD | +7.8% | +20.6% | -12.8% | +7.4% |
| 1Y | +35.7% | +22.5% | +13.1% | +35.2% |
| 3Y | +553.7% | +114.4% | +439.3% | +547.1% |
| 5Y | +461.7% | +101.9% | +359.8% | +466.3% |
| All | +689.3% | +171.7% | +517.5% | +788.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling