-31.8%
MP vs KGC
-8.8%
-23.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +3.4% |
| 7D | -10.5% | +10.5% | -21.0% | -15.3% |
| 30D | -23.5% | -4.1% | -19.5% | -22.1% |
| 3M | -25.4% | -13.1% | -12.4% | -21.4% |
| 6M | -51.3% | -27.5% | -23.7% | -43.3% |
| YTD | -29.9% | -20.7% | -9.2% | -30.5% |
| 1Y | -31.8% | -6.1% | -25.8% | -45.5% |
| All | -31.8% | -8.8% | -23.0% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling