+245.6%
MNST vs KGC
+646.4%
-400.8%
-30.4%
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% | -0.4% |
| 7D | -6.5% | -1.3% | -5.2% | -6.4% |
| 30D | -7.2% | +20.3% | -27.5% | -8.6% |
| 3M | -1.0% | +8.1% | -9.1% | -1.9% |
| 6M | +11.5% | -8.8% | +20.3% | +11.7% |
| YTD | +14.3% | +10.1% | +4.2% | +12.8% |
| 1Y | +38.1% | +44.2% | -6.1% | +33.3% |
| 3Y | +55.0% | +533.0% | -478.0% | +31.9% |
| 5Y | +79.6% | +443.0% | -363.4% | +52.0% |
| All | +245.6% | +646.4% | -400.8% | +187.6% |
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 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