+29.3%
MNST vs KGC
-18.5%
+47.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.7% |
| 7D | -4.7% | -4.1% | -0.6% | -4.4% |
| 30D | +5.2% | -11.6% | +16.9% | +6.0% |
| 3M | -0.9% | -24.5% | +23.6% | +1.2% |
| 6M | +6.1% | -34.6% | +40.7% | +10.4% |
| YTD | +18.9% | -26.2% | +45.0% | +23.0% |
| 1Y | +29.3% | -20.1% | +49.4% | +33.2% |
| All | +29.3% | -18.5% | +47.8% | +33.2% |
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