+445.3%
MP vs KGC
+421.0%
+24.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.2% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | +13.8% | +20.3% | -6.5% | +5.9% |
| 3M | -16.7% | +8.1% | -24.8% | -19.7% |
| 6M | -11.5% | -8.8% | -2.7% | -9.7% |
| YTD | +7.9% | +10.1% | -2.1% | +2.9% |
| 1Y | -15.0% | +44.2% | -59.3% | -26.1% |
| 3Y | +153.5% | +533.0% | -379.5% | +26.5% |
| 5Y | +58.7% | +443.0% | -384.3% | -21.7% |
| All | +445.3% | +421.0% | +24.3% | +178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling