+1,209.8%
MET vs KGC
+734.5%
+475.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.5% |
| 7D | +1.2% | -1.3% | +2.4% | +1.2% |
| 30D | +1.4% | +20.3% | -18.9% | +0.7% |
| 3M | +17.7% | +8.1% | +9.6% | +17.2% |
| 6M | +35.0% | -8.8% | +43.8% | +35.1% |
| YTD | +26.3% | +10.1% | +16.2% | +25.3% |
| 1Y | +22.8% | +44.2% | -21.4% | +20.5% |
| 3Y | +65.9% | +533.0% | -467.1% | +53.6% |
| 5Y | +85.4% | +443.0% | -357.6% | +71.3% |
| 10Y | +253.7% | +678.6% | -424.8% | +218.0% |
| All | +1,209.8% | +734.5% | +475.3% | +1,189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling