-4.8%
MDB vs KGC
-20.2%
+15.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | +6.8% | -6.7% | +13.5% | +8.1% |
| 30D | -6.2% | -6.7% | +0.5% | -5.0% |
| 3M | -29.2% | -22.6% | -6.7% | -26.6% |
| 6M | +10.3% | -33.4% | +43.7% | +17.0% |
| YTD | -20.4% | -26.0% | +5.6% | -9.7% |
| 1Y | -4.8% | -18.3% | +13.5% | +13.5% |
| All | -4.8% | -20.2% | +15.4% | +13.5% |
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