+875.5%
MDB vs KGC
+477.9%
+397.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +2.1% |
| 7D | -11.4% | +10.5% | -21.9% | -13.2% |
| 30D | -13.8% | -4.1% | -9.8% | -13.2% |
| 3M | -15.5% | -13.1% | -2.4% | -13.7% |
| 6M | +17.9% | -27.5% | +45.5% | +23.9% |
| YTD | -25.5% | -20.7% | -4.8% | -23.4% |
| 1Y | -12.1% | -6.1% | -6.0% | -12.8% |
| 3Y | -5.9% | +318.6% | -324.5% | -32.6% |
| 5Y | -43.7% | +289.9% | -333.6% | -60.6% |
| All | +875.5% | +477.9% | +397.5% | +629.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling