+44.2%
KGC vs MULL
+3,061.6%
-3,017.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.8% | -14.1% | -3.5% |
| 7D | -1.3% | +17.3% | -18.6% | -3.0% |
| 30D | +20.3% | +23.5% | -3.2% | +17.1% |
| 3M | +8.1% | -24.0% | +32.1% | +5.7% |
| 6M | -8.8% | +276.7% | -285.5% | -29.3% |
| YTD | +10.1% | +565.1% | -555.0% | -22.8% |
| 1Y | +44.2% | +2,802.6% | -2,758.4% | -15.3% |
| All | +44.2% | +3,061.6% | -3,017.4% | -15.3% |
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