+217.8%
KGC vs MTB
+7,606.4%
-7,388.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.2% | -2.0% | +2.2% | +0.4% |
| 30D | -8.8% | +0.1% | -9.0% | -8.8% |
| 3M | -21.1% | -12.1% | -9.0% | -20.3% |
| 6M | -32.3% | +7.3% | -39.6% | -32.8% |
| YTD | -23.5% | +11.5% | -35.0% | -24.2% |
| 1Y | -15.0% | +21.3% | -36.2% | -16.4% |
| 3Y | +327.5% | +104.1% | +223.4% | +299.9% |
| 5Y | +244.3% | +61.8% | +182.5% | +226.5% |
| 10Y | +634.8% | +115.4% | +519.4% | +558.1% |
| All | +217.8% | +7,606.4% | -7,388.5% | +71.6% |
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