+82.0%
MET vs KGC
+450.8%
-368.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -2.0% |
| 7D | +1.1% | +2.4% | -1.3% | +1.0% |
| 30D | -2.3% | +9.2% | -11.5% | -3.0% |
| 3M | +13.9% | +16.7% | -2.9% | +12.3% |
| 6M | +34.8% | -7.0% | +41.8% | +34.9% |
| YTD | +23.5% | +7.5% | +16.0% | +21.6% |
| 1Y | +23.4% | +34.4% | -11.0% | +18.7% |
| 3Y | +64.9% | +552.0% | -487.1% | +33.5% |
| 5Y | +82.0% | +454.5% | -372.5% | +49.2% |
| All | +82.0% | +450.8% | -368.8% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling