+70.1%
MDT vs KGC
+637.7%
-567.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | +1.0% | -6.7% | +7.7% | +1.4% |
| 30D | +9.2% | -6.7% | +15.8% | +9.4% |
| 3M | +14.5% | -22.6% | +37.1% | +15.6% |
| 6M | +37.3% | -33.4% | +70.7% | +39.5% |
| YTD | +9.8% | -26.0% | +35.8% | +10.7% |
| 1Y | +10.5% | -18.3% | +28.8% | +10.8% |
| 3Y | +57.4% | +315.8% | -258.4% | +44.2% |
| 5Y | +1.2% | +225.7% | -224.5% | -7.7% |
| All | +70.1% | +637.7% | -567.6% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling