+98.0%
MNST vs KGC
+236.1%
-138.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.1% |
| 3M | -0.9% | -24.5% | +23.6% | +1.1% |
| 6M | +6.1% | -34.6% | +40.7% | +9.3% |
| YTD | +18.9% | -26.2% | +45.0% | +20.8% |
| 1Y | +29.3% | -20.1% | +49.4% | +30.4% |
| 3Y | +64.9% | +312.4% | -247.5% | +37.4% |
| 5Y | +98.0% | +224.9% | -126.9% | +70.0% |
| All | +98.0% | +236.1% | -138.1% | +70.0% |
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