-6.1%
MP vs KGC
+265.7%
-271.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.8% | +2.4% | -1.0% |
| 7D | -3.6% | +8.0% | -11.6% | -7.0% |
| 30D | -21.0% | -9.3% | -11.7% | -17.9% |
| 3M | -33.3% | -21.3% | -12.0% | -27.1% |
| 6M | -45.9% | -31.5% | -14.4% | -37.9% |
| YTD | -27.8% | -23.2% | -4.6% | -21.3% |
| 1Y | -43.2% | -15.0% | -28.2% | -40.5% |
| 3Y | +144.0% | +328.7% | -184.7% | +22.2% |
| 5Y | -6.1% | +262.9% | -269.0% | -52.2% |
| All | -6.1% | +265.7% | -271.8% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling