+961.1%
MELI vs KGC
+698.0%
+263.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -4.1% | -5.6% | +1.5% | -3.3% |
| 30D | +3.8% | +6.1% | -2.4% | +2.7% |
| 3M | +17.8% | +17.3% | +0.5% | +14.5% |
| 6M | +7.4% | -10.3% | +17.7% | +8.2% |
| YTD | -5.8% | +3.9% | -9.7% | -7.8% |
| 1Y | -18.9% | +25.7% | -44.6% | -23.4% |
| 3Y | +33.3% | +526.0% | -492.6% | -7.5% |
| 5Y | +2.7% | +455.5% | -452.8% | -29.2% |
| All | +961.1% | +698.0% | +263.1% | +607.1% |
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 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