+129.0%
KGC vs MULL
+1,351.1%
-1,222.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +24.0% | -24.3% | -2.3% |
| 7D | +0.2% | -2.5% | +2.8% | -0.6% |
| 30D | -8.8% | -40.1% | +31.2% | -6.0% |
| 3M | -21.1% | -28.2% | +7.1% | -20.4% |
| 6M | -32.3% | -39.6% | +7.3% | -33.9% |
| YTD | -23.5% | +262.6% | -286.1% | -37.5% |
| 1Y | -15.0% | +366.2% | -381.2% | -32.8% |
| All | +129.0% | +1,351.1% | -1,222.1% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling