+23.0%
MMM vs KGC
-5.3%
+28.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.5% | +2.1% | +8.6% |
| 7D | +12.2% | -6.8% | +19.0% | +12.8% |
| 30D | +18.8% | -9.2% | +28.0% | +19.7% |
| 3M | +7.4% | -9.1% | +16.5% | +7.8% |
| 6M | +38.3% | -25.7% | +64.0% | +41.4% |
| YTD | +22.9% | -23.6% | +46.5% | +22.2% |
| 1Y | +23.0% | -4.3% | +27.3% | +16.7% |
| All | +23.0% | -5.3% | +28.3% | +16.7% |
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