+84.2%
MNST vs KGC
+450.1%
-366.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.7% |
| 3M | -1.0% | +8.1% | -9.1% | -1.9% |
| 6M | +11.5% | -8.8% | +20.3% | +11.9% |
| YTD | +14.3% | +10.1% | +4.2% | +12.8% |
| 1Y | +38.1% | +44.2% | -6.1% | +32.9% |
| 3Y | +55.0% | +533.0% | -478.0% | +26.2% |
| All | +84.2% | +450.1% | -366.0% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling