+1.4%
MCHP vs KGC
+435.7%
-434.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -0.9% |
| 7D | -2.1% | -8.4% | +6.3% | 0.0% |
| 30D | -11.1% | +6.3% | -17.5% | -12.7% |
| 3M | -18.1% | +22.4% | -40.5% | -22.2% |
| 6M | +10.8% | -11.4% | +22.2% | +12.5% |
| YTD | +14.2% | +3.1% | +11.1% | +11.4% |
| 1Y | +13.5% | +26.6% | -13.2% | +4.6% |
| 3Y | -2.0% | +525.6% | -527.6% | -40.8% |
| 5Y | +1.4% | +451.7% | -450.3% | -40.1% |
| All | +1.4% | +435.7% | -434.3% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling