-45.3%
MARA vs KGC
-20.2%
-25.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.2% | -3.0% |
| 7D | +10.1% | -6.7% | +16.7% | +13.5% |
| 30D | -15.1% | -6.7% | -8.4% | -12.8% |
| 3M | -24.1% | -22.6% | -1.5% | -12.5% |
| 6M | -45.2% | -33.4% | -11.7% | -33.0% |
| YTD | -22.2% | -26.0% | +3.8% | -14.2% |
| 1Y | -45.3% | -18.3% | -27.0% | -44.6% |
| All | -45.3% | -20.2% | -25.1% | -44.6% |
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