+7,983.2%
MDT vs KGC
+357.0%
+7,626.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.2% |
| 7D | +3.2% | -1.3% | +4.5% | +3.2% |
| 30D | +9.5% | +20.3% | -10.8% | +9.2% |
| 3M | +16.0% | +8.1% | +7.9% | +15.8% |
| 6M | +0.2% | -8.8% | +9.0% | +0.2% |
| YTD | -0.3% | +10.1% | -10.3% | -0.5% |
| 1Y | +4.7% | +44.2% | -39.5% | +4.1% |
| 3Y | +26.5% | +533.0% | -506.5% | +23.4% |
| 5Y | -18.2% | +443.0% | -461.2% | -20.3% |
| 10Y | +40.0% | +678.6% | -638.5% | +35.7% |
| All | +7,983.2% | +357.0% | +7,626.2% | +8,702.4% |
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