+34.0%
MELI vs KGC
+520.4%
-486.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +1.9% |
| 7D | -4.3% | -8.4% | +4.2% | -3.6% |
| 30D | -1.7% | +6.3% | -8.1% | -2.3% |
| 3M | +20.0% | +22.4% | -2.4% | +18.0% |
| 6M | +9.4% | -11.4% | +20.8% | +9.6% |
| YTD | -5.4% | +3.1% | -8.5% | -5.8% |
| 1Y | -18.8% | +26.6% | -45.5% | -20.2% |
| All | +34.0% | +520.4% | -486.4% | +8.4% |
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 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