+37.9%
MNST vs KGC
-8.8%
+46.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -4.7% |
| 7D | -3.4% | +10.5% | -13.9% | -4.3% |
| 30D | +6.6% | -4.1% | +10.7% | +6.8% |
| 3M | -2.9% | -13.1% | +10.2% | -2.1% |
| 6M | +18.4% | -27.5% | +46.0% | +22.0% |
| YTD | +19.3% | -20.7% | +40.0% | +22.7% |
| 1Y | +37.9% | -6.1% | +44.0% | +39.2% |
| All | +37.9% | -8.8% | +46.7% | +39.2% |
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 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