+157.1%
MMM vs KGC
+317.1%
-160.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.7% |
| 7D | +6.2% | +10.5% | -4.3% | +5.3% |
| 30D | +14.2% | -4.1% | +18.3% | +14.4% |
| 3M | +2.9% | -13.1% | +16.0% | +3.7% |
| 6M | +27.6% | -27.5% | +55.1% | +30.1% |
| YTD | +17.3% | -20.7% | +38.0% | +18.4% |
| 1Y | +15.1% | -6.1% | +21.2% | +14.8% |
| 3Y | +157.1% | +318.6% | -161.5% | +108.6% |
| All | +157.1% | +317.1% | -160.0% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling