+224.9%
KGC vs MTB
+61.4%
+163.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.4% | -3.5% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -11.6% | +0.8% | -12.5% | -11.7% |
| 3M | -24.5% | -12.8% | -11.8% | -23.2% |
| 6M | -34.6% | +6.7% | -41.3% | -35.3% |
| YTD | -26.2% | +11.3% | -37.5% | -27.5% |
| 1Y | -20.1% | +20.2% | -40.3% | -22.3% |
| 3Y | +312.4% | +103.8% | +208.6% | +259.9% |
| 5Y | +224.9% | +60.9% | +164.0% | +200.4% |
| All | +224.9% | +61.4% | +163.5% | +200.4% |
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