+222.5%
KGC vs MULL
+2,620.5%
-2,398.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | -0.2% |
| 7D | -0.1% | +14.8% | -14.9% | -1.4% |
| 30D | +10.5% | +36.6% | -26.1% | +7.1% |
| 3M | +19.8% | -8.9% | +28.7% | +16.3% |
| 6M | -6.7% | +311.9% | -318.6% | -22.7% |
| YTD | +7.8% | +579.8% | -572.1% | -15.3% |
| 1Y | +35.7% | +2,421.5% | -2,385.9% | -3.6% |
| All | +222.5% | +2,620.5% | -2,398.0% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling