+237.4%
MP vs KGC
+264.4%
-27.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.3% |
| 7D | -19.0% | 0.0% | -18.9% | -19.2% |
| 30D | -30.5% | -9.3% | -21.2% | -28.1% |
| 3M | -29.6% | -15.9% | -13.7% | -25.7% |
| 6M | -50.4% | -24.9% | -25.6% | -45.9% |
| YTD | -33.2% | -23.0% | -10.2% | -27.8% |
| 1Y | -38.6% | -9.9% | -28.6% | -36.9% |
| 3Y | +105.5% | +301.2% | -195.8% | +20.6% |
| 5Y | -7.8% | +278.5% | -286.4% | -48.4% |
| All | +237.4% | +264.4% | -27.0% | +95.1% |
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