+2,498.9%
MAR vs KGC
+230.9%
+2,268.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -4.2% | -1.3% | -2.9% | -4.1% |
| 30D | -6.7% | +20.3% | -27.0% | -7.4% |
| 3M | -12.5% | +8.1% | -20.6% | -12.8% |
| 6M | +0.6% | -8.8% | +9.3% | +0.7% |
| YTD | +9.1% | +10.1% | -0.9% | +8.3% |
| 1Y | +26.2% | +44.2% | -18.0% | +23.9% |
| 3Y | +68.2% | +533.0% | -464.9% | +55.8% |
| 5Y | +163.9% | +443.0% | -279.1% | +144.2% |
| 10Y | +420.6% | +678.6% | -258.0% | +367.9% |
| All | +2,498.9% | +230.9% | +2,268.0% | +2,249.9% |
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 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