-27.9%
MARA vs KGC
+28.8%
-56.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -2.0% |
| 7D | -1.5% | -8.4% | +7.0% | +2.9% |
| 30D | +18.1% | +6.3% | +11.7% | +16.2% |
| 3M | -9.4% | +22.4% | -31.9% | -16.7% |
| 6M | +33.4% | -11.4% | +44.8% | +38.4% |
| YTD | +27.3% | +3.1% | +24.1% | +24.4% |
| 1Y | -27.9% | +26.6% | -54.5% | -30.8% |
| All | -27.9% | +28.8% | -56.7% | -30.8% |
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