+303.0%
MNST vs KGC
+523.1%
-220.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -4.6% |
| 7D | -3.4% | +10.5% | -13.9% | -4.1% |
| 30D | +6.6% | -4.1% | +10.7% | +6.8% |
| 3M | -2.9% | -13.1% | +10.2% | -2.2% |
| 6M | +18.4% | -27.5% | +46.0% | +20.6% |
| YTD | +19.3% | -20.7% | +40.0% | +20.3% |
| 1Y | +37.9% | -6.1% | +44.0% | +37.3% |
| 3Y | +62.9% | +318.6% | -255.7% | +42.7% |
| 5Y | +99.6% | +289.9% | -190.4% | +72.6% |
| All | +303.0% | +523.1% | -220.1% | +242.9% |
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