+424.9%
MAR vs KGC
+692.5%
-267.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.6% |
| 7D | -2.1% | -8.4% | +6.3% | -1.7% |
| 30D | -5.7% | +6.3% | -12.0% | -5.9% |
| 3M | -14.6% | +22.4% | -37.1% | -15.4% |
| 6M | +1.3% | -11.4% | +12.8% | +1.5% |
| YTD | +6.7% | +3.1% | +3.6% | +6.1% |
| 1Y | +26.4% | +26.6% | -0.2% | +24.5% |
| 3Y | +64.7% | +525.6% | -460.9% | +51.5% |
| 5Y | +153.1% | +451.7% | -298.6% | +130.4% |
| All | +424.9% | +692.5% | -267.6% | +395.6% |
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