-24.7%
MDB vs KGC
+450.1%
-474.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.5% |
| 7D | -17.4% | -1.3% | -16.2% | -17.2% |
| 30D | -2.0% | +20.3% | -22.3% | -6.9% |
| 3M | -3.0% | +8.1% | -11.1% | -5.7% |
| 6M | +48.7% | -8.8% | +57.4% | +49.5% |
| YTD | -12.1% | +10.1% | -22.2% | -16.1% |
| 1Y | +14.5% | +44.2% | -29.7% | -0.2% |
| 3Y | -6.1% | +533.0% | -539.2% | -51.0% |
| All | -24.7% | +450.1% | -474.8% | -62.1% |
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 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