+264.6%
MP vs KGC
+263.4%
+1.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.2% | +6.2% | +4.1% |
| 7D | -3.6% | +8.0% | -11.6% | -6.7% |
| 30D | -21.0% | -9.3% | -11.7% | -18.3% |
| 3M | -33.3% | -21.3% | -12.0% | -27.9% |
| 6M | -45.9% | -31.5% | -14.4% | -38.9% |
| YTD | -27.8% | -23.2% | -4.6% | -21.9% |
| 1Y | -43.2% | -15.0% | -28.2% | -40.6% |
| 3Y | +144.0% | +328.7% | -184.7% | +40.1% |
| 5Y | -6.1% | +262.9% | -269.0% | -46.9% |
| All | +264.6% | +263.4% | +1.2% | +110.9% |
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 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