-90.5%
MARA vs KGC
+311.2%
-401.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.0% |
| 7D | +6.0% | -1.3% | +7.3% | +6.4% |
| 30D | +0.6% | +20.3% | -19.7% | -3.3% |
| 3M | -18.5% | +8.1% | -26.6% | -19.7% |
| 6M | +21.7% | -8.8% | +30.5% | +24.1% |
| YTD | +25.9% | +10.1% | +15.9% | +22.9% |
| 1Y | -25.1% | +44.2% | -69.4% | -31.4% |
| 3Y | -5.7% | +533.0% | -538.8% | -39.2% |
| 5Y | -73.9% | +443.0% | -516.9% | -82.9% |
| 10Y | -75.6% | +678.6% | -754.2% | -84.3% |
| All | -90.5% | +311.2% | -401.8% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling