+9.4%
MMM vs KGC
+33.7%
-24.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -9.3% | +10.5% | -19.8% | -10.0% |
| 3M | +5.6% | +19.8% | -14.2% | +3.9% |
| 6M | +9.5% | -6.7% | +16.1% | +8.9% |
| YTD | +4.1% | +7.8% | -3.6% | +3.7% |
| 1Y | +9.4% | +35.7% | -26.3% | +5.4% |
| All | +9.4% | +33.7% | -24.3% | +5.4% |
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