+27.4%
MAR vs KGC
+34.6%
-7.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -4.7% | +10.5% | -15.1% | -5.4% |
| 3M | -15.6% | +19.8% | -35.4% | -16.9% |
| 6M | +1.2% | -6.7% | +7.9% | +0.4% |
| YTD | +7.5% | +7.8% | -0.3% | +6.1% |
| All | +27.4% | +34.6% | -7.2% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling