+660.5%
KGC vs MTCH
+208.0%
+452.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -5.6% | +1.3% | -6.9% | -5.8% |
| 30D | +6.1% | +15.9% | -9.7% | +4.2% |
| 3M | +17.3% | +23.3% | -5.9% | +13.9% |
| 6M | -10.3% | +40.1% | -50.4% | -14.4% |
| YTD | +3.9% | +33.6% | -29.7% | -0.4% |
| 1Y | +25.7% | +14.1% | +11.7% | +22.9% |
| 3Y | +526.0% | +1.4% | +524.5% | +509.8% |
| 5Y | +455.5% | -73.1% | +528.6% | +516.3% |
| All | +660.5% | +208.0% | +452.5% | +446.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling