+193.4%
MCD vs KGC
+637.7%
-444.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.6% | -6.7% | +5.0% | -1.4% |
| 30D | +14.1% | -6.7% | +20.8% | +14.3% |
| 3M | +0.6% | -22.6% | +23.2% | +1.4% |
| 6M | 0.0% | -33.4% | +33.5% | +1.3% |
| YTD | -9.3% | -26.0% | +16.7% | -8.8% |
| 1Y | -9.3% | -18.3% | +9.0% | -9.2% |
| 3Y | +8.6% | +315.8% | -307.2% | +0.9% |
| 5Y | +21.9% | +225.7% | -203.8% | +13.2% |
| All | +193.4% | +637.7% | -444.3% | +179.6% |
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 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