+27.5%
MDT vs KGC
+556.1%
-528.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.8% |
| 7D | +0.4% | +2.4% | -2.1% | +0.3% |
| 30D | +6.0% | +9.2% | -3.2% | +5.4% |
| 3M | +15.5% | +16.7% | -1.2% | +14.4% |
| 6M | +3.4% | -7.0% | +10.4% | +3.4% |
| YTD | -2.2% | +7.5% | -9.7% | -3.0% |
| 1Y | +2.6% | +34.4% | -31.8% | +0.4% |
| 3Y | +27.5% | +552.0% | -524.4% | +7.6% |
| All | +27.5% | +556.1% | -528.6% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling