+78.1%
MMM vs KGC
+635.9%
-557.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.2% |
| 7D | -0.8% | -4.1% | +3.3% | -0.6% |
| 30D | +14.4% | -11.6% | +26.1% | +15.2% |
| 3M | +1.8% | -24.5% | +26.3% | +3.3% |
| 6M | +31.3% | -34.6% | +65.8% | +34.0% |
| YTD | +18.0% | -26.2% | +44.1% | +19.3% |
| 1Y | +10.9% | -20.1% | +31.0% | +11.6% |
| 3Y | +160.6% | +312.4% | -151.8% | +137.3% |
| 5Y | +44.5% | +224.9% | -180.4% | +30.5% |
| All | +78.1% | +635.9% | -557.8% | +63.0% |
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