+83.0%
MMM vs KGC
+496.6%
-413.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.9% | +1.7% |
| 7D | +5.8% | +11.1% | -5.4% | +5.1% |
| 30D | +17.9% | -3.7% | +21.7% | +18.1% |
| 3M | +3.6% | -17.2% | +20.8% | +4.5% |
| 6M | +32.9% | -27.3% | +60.2% | +34.7% |
| YTD | +19.5% | -18.5% | +38.0% | +20.1% |
| 1Y | +16.5% | -5.7% | +22.3% | +16.2% |
| 3Y | +167.2% | +336.5% | -169.3% | +143.4% |
| 5Y | +48.2% | +298.7% | -250.5% | +33.5% |
| 10Y | +83.0% | +538.5% | -455.5% | +67.2% |
| All | +83.0% | +496.6% | -413.6% | +67.2% |
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