-19.5%
MDT vs KGC
+454.1%
-473.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +2.8% | +10.5% | -7.7% | +1.9% |
| 3M | +13.1% | +19.8% | -6.7% | +11.3% |
| 6M | +2.3% | -6.7% | +9.0% | +2.4% |
| YTD | -2.7% | +7.8% | -10.5% | -4.0% |
| 1Y | +0.9% | +35.7% | -34.8% | -2.6% |
| 3Y | +26.8% | +553.7% | -526.9% | +3.6% |
| 5Y | -19.5% | +461.7% | -481.1% | -34.2% |
| All | -19.5% | +454.1% | -473.6% | -34.2% |
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 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