-7.7%
MDB vs KGC
-5.3%
-2.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.5% | -9.6% | -3.5% |
| 7D | -16.5% | -6.8% | -9.7% | -15.4% |
| 30D | -8.6% | -9.2% | +0.6% | -7.0% |
| 3M | -13.6% | -9.1% | -4.5% | -12.8% |
| 6M | +24.1% | -25.7% | +49.7% | +28.6% |
| YTD | -21.8% | -23.6% | +1.9% | -12.9% |
| 1Y | -7.7% | -4.3% | -3.4% | +9.1% |
| All | -7.7% | -5.3% | -2.4% | +9.1% |
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 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