+554.8%
MA vs KGC
+496.6%
+58.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | +0.3% |
| 7D | -0.3% | +11.1% | -11.5% | -1.0% |
| 30D | +11.3% | -3.7% | +15.1% | +11.5% |
| 3M | +16.7% | -17.2% | +33.9% | +17.7% |
| 6M | +32.8% | -27.3% | +60.1% | +34.8% |
| YTD | +15.6% | -18.5% | +34.2% | +15.8% |
| 1Y | +19.6% | -5.7% | +25.3% | +18.4% |
| 3Y | +72.1% | +336.5% | -264.4% | +48.5% |
| 5Y | +96.0% | +298.7% | -202.7% | +66.9% |
| 10Y | +554.8% | +538.5% | +16.2% | +467.1% |
| All | +554.8% | +496.6% | +58.2% | +467.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling