+110.9%
MO vs KGC
+698.0%
-587.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +0.1% | -5.6% | +5.8% | +0.3% |
| 30D | +7.1% | +6.1% | +1.0% | +6.9% |
| 3M | -2.0% | +17.3% | -19.3% | -2.6% |
| 6M | +7.3% | -10.3% | +17.6% | +7.5% |
| YTD | +23.5% | +3.9% | +19.6% | +22.6% |
| 1Y | +11.0% | +25.7% | -14.7% | +9.1% |
| 3Y | +95.0% | +526.0% | -431.0% | +75.4% |
| 5Y | +100.6% | +455.5% | -354.8% | +79.7% |
| All | +110.9% | +698.0% | -587.1% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling