+18.4%
MARA vs KGC
+548.3%
-529.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +13.8% | -0.1% | +13.9% | +14.0% |
| 30D | +24.7% | +10.5% | +14.2% | +21.6% |
| 3M | -10.4% | +19.8% | -30.2% | -15.2% |
| 6M | +37.6% | -6.7% | +44.3% | +39.1% |
| YTD | +32.7% | +7.8% | +25.0% | +29.6% |
| 1Y | -25.2% | +35.7% | -60.8% | -30.7% |
| All | +18.4% | +548.3% | -529.9% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling