+514.9%
MKSI vs KGC
+698.0%
-183.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | +2.7% | -5.6% | +8.3% | +3.7% |
| 30D | -12.8% | +6.1% | -18.9% | -13.9% |
| 3M | -22.5% | +17.3% | -39.9% | -25.0% |
| 6M | +19.4% | -10.3% | +29.7% | +20.8% |
| YTD | +67.7% | +3.9% | +63.9% | +65.2% |
| 1Y | +131.4% | +25.7% | +105.7% | +120.8% |
| 3Y | +197.3% | +526.0% | -328.6% | +122.0% |
| 5Y | +87.0% | +455.5% | -368.5% | +38.4% |
| All | +514.9% | +698.0% | -183.1% | +354.6% |
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 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