-58.7%
MARA vs KGC
-5.3%
-53.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.5% | -11.5% | -7.9% |
| 7D | -6.5% | -6.8% | +0.3% | -3.3% |
| 30D | -38.5% | -9.2% | -29.3% | -35.4% |
| 3M | -41.5% | -9.1% | -32.4% | -37.9% |
| 6M | -41.9% | -25.7% | -16.3% | -32.2% |
| YTD | -23.5% | -23.6% | +0.1% | -18.2% |
| 1Y | -58.7% | -4.3% | -54.4% | -64.8% |
| All | -58.7% | -5.3% | -53.4% | -64.8% |
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 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