+67.3%
MNST vs KGC
+315.0%
-247.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +1.9% |
| 7D | +1.6% | -6.7% | +8.3% | +1.9% |
| 30D | +5.1% | -6.7% | +11.7% | +5.3% |
| 3M | -0.5% | -22.6% | +22.1% | +0.6% |
| 6M | +8.1% | -33.4% | +41.6% | +10.1% |
| YTD | +21.2% | -26.0% | +47.2% | +23.0% |
| 1Y | +30.7% | -18.3% | +49.0% | +32.3% |
| 3Y | +67.3% | +315.8% | -248.5% | +53.9% |
| All | +67.3% | +315.0% | -247.7% | +53.9% |
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 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