+339.0%
MCK vs KGC
+453.5%
-114.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -2.9% | -5.6% | +2.7% | -2.8% |
| 30D | +0.4% | +6.1% | -5.7% | +0.2% |
| 3M | +12.1% | +17.3% | -5.2% | +11.5% |
| 6M | -5.4% | -10.3% | +4.8% | -5.2% |
| YTD | +7.8% | +3.9% | +3.9% | +7.1% |
| 1Y | +22.9% | +25.7% | -2.8% | +20.7% |
| 3Y | +110.7% | +526.0% | -415.2% | +88.2% |
| All | +339.0% | +453.5% | -114.5% | +293.8% |
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 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