+3,214.7%
MAR vs KGC
+130.2%
+3,084.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +16.2% | -8.8% | +25.0% | +16.6% |
| 3M | +23.1% | -21.1% | +44.1% | +24.0% |
| 6M | +22.0% | -32.3% | +54.3% | +23.4% |
| YTD | +39.2% | -23.5% | +62.6% | +39.9% |
| 1Y | +48.3% | -15.0% | +63.2% | +48.4% |
| 3Y | +123.4% | +327.5% | -204.1% | +109.8% |
| 5Y | +185.4% | +244.3% | -58.9% | +168.1% |
| 10Y | +539.2% | +634.8% | -95.6% | +476.2% |
| All | +3,214.7% | +130.2% | +3,084.5% | +2,934.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling