+33.0%
MET vs KGC
-5.3%
+38.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.5% | -5.3% | +1.9% |
| 7D | +3.9% | -6.8% | +10.7% | +4.1% |
| 30D | +6.8% | -9.2% | +16.0% | +7.1% |
| 3M | +7.7% | -9.1% | +16.8% | +7.7% |
| 6M | +32.9% | -25.7% | +58.6% | +33.8% |
| YTD | +33.9% | -23.6% | +57.5% | +30.1% |
| 1Y | +33.0% | -4.3% | +37.3% | +23.6% |
| All | +33.0% | -5.3% | +38.3% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling