+454.5%
KGC vs MTB
+102.5%
+352.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.3% |
| 7D | +2.4% | +2.8% | -0.3% | +2.1% |
| 30D | +9.2% | -4.2% | +13.4% | +9.7% |
| 3M | +16.7% | +7.8% | +9.0% | +15.4% |
| 6M | -7.0% | +14.8% | -21.8% | -8.9% |
| YTD | +7.5% | +20.8% | -13.3% | +4.5% |
| 1Y | +34.4% | +23.1% | +11.2% | +30.2% |
| 3Y | +552.0% | +114.8% | +437.1% | +467.0% |
| 5Y | +454.5% | +103.3% | +351.2% | +414.7% |
| All | +454.5% | +102.5% | +352.1% | +414.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling