+26.6%
KGC vs MTB
+22.5%
+4.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | -8.4% | -0.4% | -8.0% | -8.4% |
| 30D | +6.3% | -4.6% | +10.9% | +6.8% |
| 3M | +22.4% | +7.4% | +15.0% | +19.5% |
| 6M | -11.4% | +18.7% | -30.1% | -15.6% |
| YTD | +3.1% | +21.1% | -17.9% | -4.0% |
| 1Y | +26.6% | +24.1% | +2.5% | +15.3% |
| All | +26.6% | +22.5% | +4.1% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling