+427.0%
MCK vs KGC
+698.0%
-271.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -2.9% | -5.6% | +2.7% | -2.7% |
| 30D | +0.4% | +6.1% | -5.7% | +0.1% |
| 3M | +12.1% | +17.3% | -5.2% | +11.1% |
| 6M | -5.4% | -10.3% | +4.8% | -5.2% |
| YTD | +7.8% | +3.9% | +3.9% | +6.8% |
| 1Y | +22.9% | +25.7% | -2.8% | +20.2% |
| 3Y | +110.7% | +526.0% | -415.2% | +85.3% |
| 5Y | +346.2% | +455.5% | -109.3% | +290.5% |
| All | +427.0% | +698.0% | -271.0% | +337.2% |
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