+178.1%
MCD vs KGC
+646.4%
-468.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.4% |
| 7D | -2.8% | -1.3% | -1.5% | -2.8% |
| 30D | -6.0% | +20.3% | -26.3% | -6.7% |
| 3M | -5.6% | +8.1% | -13.7% | -6.0% |
| 6M | -21.9% | -8.8% | -13.1% | -21.8% |
| YTD | -14.7% | +10.1% | -24.8% | -15.4% |
| 1Y | -17.3% | +44.2% | -61.5% | -19.0% |
| 3Y | -2.2% | +533.0% | -535.2% | -10.7% |
| 5Y | +20.3% | +443.0% | -422.7% | +9.5% |
| All | +178.1% | +646.4% | -468.3% | +159.8% |
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