+41,921.4%
MCHP vs KGC
+792.7%
+41,128.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -1.0% |
| 7D | +2.8% | +2.4% | +0.3% | +2.6% |
| 30D | -12.8% | +9.2% | -22.1% | -13.2% |
| 3M | -19.2% | +16.7% | -36.0% | -19.8% |
| 6M | +14.5% | -7.0% | +21.6% | +14.7% |
| YTD | +17.1% | +7.5% | +9.6% | +16.5% |
| 1Y | +15.3% | +34.4% | -19.0% | +13.6% |
| 3Y | +0.5% | +552.0% | -551.5% | -7.0% |
| 5Y | +6.1% | +454.5% | -448.4% | -1.8% |
| 10Y | +192.2% | +658.7% | -466.4% | +166.6% |
| All | +41,921.4% | +792.7% | +41,128.7% | +41,503.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling