+451.7%
KGC vs MTCH
-72.5%
+524.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.4% |
| 7D | -8.4% | -1.4% | -7.0% | -8.2% |
| 30D | +6.3% | +13.6% | -7.3% | +4.3% |
| 3M | +22.4% | +22.4% | 0.0% | +18.3% |
| 6M | -11.4% | +37.2% | -48.6% | -15.9% |
| YTD | +3.1% | +31.8% | -28.7% | -1.7% |
| 1Y | +26.6% | +12.9% | +13.7% | +23.4% |
| 3Y | +525.6% | -1.1% | +526.7% | +511.2% |
| 5Y | +451.7% | -73.5% | +525.2% | +520.5% |
| All | +451.7% | -72.5% | +524.2% | +520.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling