+153.3%
MP vs KGC
+543.3%
-390.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.3% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | +13.8% | +20.3% | -6.5% | +5.1% |
| 3M | -16.7% | +8.1% | -24.8% | -20.0% |
| 6M | -11.5% | -8.8% | -2.7% | -9.7% |
| YTD | +7.9% | +10.1% | -2.1% | +2.5% |
| 1Y | -15.0% | +44.2% | -59.3% | -26.1% |
| All | +153.3% | +543.3% | -390.0% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling