-15.4%
MDLN vs KGC
+7.3%
-22.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.9% | -5.2% |
| 7D | -1.2% | +2.4% | -3.6% | -1.2% |
| 30D | -1.5% | +9.2% | -10.8% | -1.4% |
| 3M | +2.6% | +16.7% | -14.1% | +3.2% |
| 6M | -20.9% | -7.0% | -13.8% | -18.8% |
| YTD | -17.4% | +7.5% | -24.9% | -26.5% |
| All | -15.4% | +7.3% | -22.7% | -25.1% |
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 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