+64.6%
MAR vs KGC
+556.1%
-491.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.1% |
| 7D | -1.7% | +2.4% | -4.2% | -1.9% |
| 30D | -6.9% | +9.2% | -16.1% | -7.5% |
| 3M | -15.8% | +16.7% | -32.6% | -16.9% |
| 6M | +1.9% | -7.0% | +9.0% | +1.7% |
| YTD | +6.6% | +7.5% | -0.9% | +5.2% |
| 1Y | +23.7% | +34.4% | -10.7% | +20.0% |
| 3Y | +64.6% | +552.0% | -487.4% | +35.8% |
| All | +64.6% | +556.1% | -491.5% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling