-32.6%
MP vs KGC
-20.2%
-12.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +9.5% | -6.7% | +16.1% | +13.2% |
| 30D | -3.0% | -6.7% | +3.7% | -0.1% |
| 3M | -30.4% | -22.6% | -7.8% | -22.0% |
| 6M | -39.2% | -33.4% | -5.8% | -26.5% |
| YTD | -23.3% | -26.0% | +2.7% | -19.5% |
| 1Y | -32.6% | -18.3% | -14.3% | -36.3% |
| All | -32.6% | -20.2% | -12.4% | -36.3% |
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 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