-4.3%
KGC vs MTCH
+27.4%
-31.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.4% | +3.0% | +6.7% |
| 7D | -6.8% | -4.4% | -2.4% | -6.2% |
| 30D | -9.2% | -0.3% | -8.9% | -9.2% |
| 3M | -9.1% | -2.0% | -7.1% | -9.2% |
| 6M | -25.7% | +6.4% | -32.1% | -27.7% |
| YTD | -23.6% | +27.3% | -51.0% | -26.0% |
| 1Y | -4.3% | +30.3% | -34.6% | -10.6% |
| All | -4.3% | +27.4% | -31.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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