+205.9%
MCD vs KGC
+567.0%
-361.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -1.9% | +0.2% | -2.2% | -2.0% |
| 30D | +16.6% | -8.8% | +25.4% | +16.9% |
| 3M | +0.9% | -21.1% | +22.0% | +1.7% |
| 6M | +1.5% | -32.3% | +33.8% | +2.7% |
| YTD | -8.3% | -23.5% | +15.1% | -7.9% |
| 1Y | -8.1% | -15.0% | +6.8% | -8.2% |
| 3Y | +10.3% | +327.5% | -317.2% | +2.3% |
| 5Y | +23.4% | +244.3% | -220.9% | +14.3% |
| 10Y | +205.9% | +634.8% | -428.8% | +189.3% |
| All | +205.9% | +567.0% | -361.1% | +189.3% |
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