+53.8%
MMM vs KGC
+645.2%
-591.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | -1.6% | +2.4% | -4.0% | -1.7% |
| 30D | -8.0% | +9.2% | -17.2% | -8.5% |
| 3M | +9.4% | +16.7% | -7.4% | +8.2% |
| 6M | +10.2% | -7.0% | +17.2% | +10.3% |
| YTD | +6.1% | +7.5% | -1.4% | +5.1% |
| 1Y | +10.8% | +34.4% | -23.6% | +8.2% |
| 3Y | +104.8% | +552.0% | -447.2% | +82.4% |
| 5Y | +27.0% | +454.5% | -427.5% | +12.6% |
| 10Y | +53.8% | +658.7% | -604.9% | +40.8% |
| All | +53.8% | +645.2% | -591.4% | +40.8% |
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