+185.4%
MAR vs KGC
+248.9%
-63.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | +16.2% | -8.8% | +25.0% | +17.2% |
| 3M | +23.1% | -21.1% | +44.1% | +25.8% |
| 6M | +22.0% | -32.3% | +54.3% | +26.4% |
| YTD | +39.2% | -23.5% | +62.6% | +40.8% |
| 1Y | +48.3% | -15.0% | +63.2% | +47.9% |
| 3Y | +123.4% | +327.5% | -204.1% | +66.5% |
| 5Y | +185.4% | +244.3% | -58.9% | +117.9% |
| All | +185.4% | +248.9% | -63.5% | +117.9% |
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