-15.1%
MP vs KGC
+286.2%
-301.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +3.7% |
| 7D | -10.5% | +10.5% | -21.0% | -14.5% |
| 30D | -23.5% | -4.1% | -19.5% | -22.5% |
| 3M | -25.4% | -13.1% | -12.4% | -22.0% |
| 6M | -51.3% | -27.5% | -23.7% | -45.4% |
| YTD | -29.9% | -20.7% | -9.2% | -24.7% |
| 1Y | -31.8% | -6.1% | -25.8% | -31.3% |
| 3Y | +127.0% | +318.6% | -191.6% | +16.0% |
| All | -15.1% | +286.2% | -301.3% | -58.2% |
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