+274.5%
MP vs KGC
+249.5%
+25.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.5% | +3.3% |
| 7D | +11.0% | -4.1% | +15.1% | +12.7% |
| 30D | -11.7% | -11.6% | -0.1% | -7.9% |
| 3M | -30.8% | -24.5% | -6.3% | -24.0% |
| 6M | -42.9% | -34.6% | -8.4% | -34.4% |
| YTD | -25.9% | -26.2% | +0.3% | -18.6% |
| 1Y | -37.3% | -20.1% | -17.2% | -32.9% |
| 3Y | +150.7% | +312.4% | -161.7% | +46.1% |
| 5Y | -19.3% | +224.9% | -244.2% | -53.0% |
| All | +274.5% | +249.5% | +25.0% | +119.9% |
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