-82.2%
MARA vs KGC
+637.7%
-719.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.2% | -3.0% |
| 7D | +10.1% | -6.7% | +16.7% | +12.6% |
| 30D | -15.1% | -6.7% | -8.4% | -13.5% |
| 3M | -24.1% | -22.6% | -1.5% | -16.9% |
| 6M | -45.2% | -33.4% | -11.7% | -37.1% |
| YTD | -22.2% | -26.0% | +3.8% | -14.6% |
| 1Y | -45.3% | -18.3% | -27.0% | -42.0% |
| 3Y | -23.9% | +315.8% | -339.6% | -57.1% |
| 5Y | -90.8% | +225.7% | -316.5% | -94.6% |
| All | -82.2% | +637.7% | -719.9% | -90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling