+242.5%
MET vs KGC
+692.5%
-450.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.3% |
| 7D | -2.5% | -8.4% | +6.0% | -2.2% |
| 30D | 0.0% | +6.3% | -6.4% | -0.3% |
| 3M | +13.1% | +22.4% | -9.4% | +12.1% |
| 6M | +39.0% | -11.4% | +50.4% | +39.2% |
| YTD | +25.2% | +3.1% | +22.1% | +24.5% |
| 1Y | +25.6% | +26.6% | -1.0% | +23.8% |
| 3Y | +67.1% | +525.6% | -458.5% | +54.3% |
| 5Y | +85.1% | +451.7% | -366.5% | +70.0% |
| All | +242.5% | +692.5% | -450.0% | +231.0% |
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