+92.3%
MA vs KGC
+286.2%
-193.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.7% |
| 7D | +2.3% | +10.5% | -8.2% | +1.6% |
| 30D | +14.7% | -4.1% | +18.7% | +14.9% |
| 3M | +13.5% | -13.1% | +26.6% | +14.2% |
| 6M | +33.1% | -27.5% | +60.7% | +35.5% |
| YTD | +15.1% | -20.7% | +35.8% | +15.1% |
| 1Y | +18.7% | -6.1% | +24.8% | +16.6% |
| 3Y | +72.1% | +318.6% | -246.5% | +35.4% |
| All | +92.3% | +286.2% | -193.9% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling