-4.3%
KGC vs MULL
+444.9%
-449.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -13.8% | +21.2% | +8.9% |
| 7D | -6.8% | -35.9% | +29.1% | -2.7% |
| 30D | -9.2% | -47.3% | +38.2% | -3.7% |
| 3M | -9.1% | -30.6% | +21.5% | -6.9% |
| 6M | -25.7% | +13.7% | -39.4% | -32.5% |
| YTD | -23.6% | +272.1% | -295.7% | -41.8% |
| 1Y | -4.3% | +475.1% | -479.4% | -34.7% |
| All | -4.3% | +444.9% | -449.2% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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