+211.7%
MCD vs KGC
+523.1%
-311.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.6% | -0.7% |
| 7D | +7.1% | +10.5% | -3.4% | +6.7% |
| 30D | +19.8% | -4.1% | +23.8% | +19.9% |
| 3M | +0.8% | -13.1% | +13.9% | +1.2% |
| 6M | -1.3% | -27.5% | +26.2% | -0.4% |
| YTD | -7.8% | -20.7% | +13.0% | -7.5% |
| 1Y | -5.0% | -6.1% | +1.1% | -5.4% |
| 3Y | +10.5% | +318.6% | -308.1% | +2.6% |
| 5Y | +22.0% | +289.9% | -268.0% | +12.5% |
| All | +211.7% | +523.1% | -311.4% | +195.9% |
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