+27.6%
MCK vs KGC
-5.3%
+32.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.5% | -0.5% | +7.1% |
| 7D | +11.3% | -6.8% | +18.1% | +11.0% |
| 30D | +16.8% | -9.2% | +26.0% | +16.3% |
| 3M | +28.9% | -9.1% | +38.0% | +28.9% |
| 6M | +32.7% | -25.7% | +58.3% | +31.8% |
| YTD | +30.8% | -23.6% | +54.4% | +28.1% |
| 1Y | +27.6% | -4.3% | +31.9% | +22.8% |
| All | +27.6% | -5.3% | +32.9% | +22.8% |
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 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