-5.0%
MCD vs KGC
-8.8%
+3.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.6% | -0.6% |
| 7D | +7.1% | +10.5% | -3.4% | +6.8% |
| 30D | +19.8% | -4.1% | +23.8% | +19.5% |
| 3M | +0.8% | -13.1% | +13.9% | +0.8% |
| 6M | -1.3% | -27.5% | +26.2% | -1.4% |
| YTD | -7.8% | -20.7% | +13.0% | -6.9% |
| 1Y | -5.0% | -6.1% | +1.1% | -2.5% |
| All | -5.0% | -8.8% | +3.9% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling