+357.0%
KGC vs MTB
+8,294.1%
-7,937.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -1.3% | +1.7% | -3.0% | -1.4% |
| 30D | +20.3% | -4.2% | +24.5% | +20.7% |
| 3M | +8.1% | +8.9% | -0.8% | +7.3% |
| 6M | -8.8% | +10.9% | -19.6% | -9.6% |
| YTD | +10.1% | +21.5% | -11.4% | +8.2% |
| 1Y | +44.2% | +21.9% | +22.3% | +41.6% |
| 3Y | +533.0% | +109.2% | +423.8% | +490.5% |
| 5Y | +443.0% | +102.0% | +341.0% | +405.9% |
| 10Y | +678.6% | +171.9% | +506.6% | +579.9% |
| All | +357.0% | +8,294.1% | -7,937.1% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling