-25.1%
MARA vs KGC
+43.6%
-68.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.4% |
| 7D | +6.0% | -1.3% | +7.3% | +6.8% |
| 30D | +0.6% | +20.3% | -19.7% | -6.6% |
| 3M | -18.5% | +8.1% | -26.6% | -21.3% |
| 6M | +21.7% | -8.8% | +30.5% | +24.2% |
| YTD | +25.9% | +10.1% | +15.9% | +19.5% |
| 1Y | -25.1% | +44.2% | -69.4% | -26.5% |
| All | -25.1% | +43.6% | -68.8% | -26.5% |
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 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