+101.7%
MPC vs KGC
-14.2%
+115.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | -0.7% |
| 7D | -8.8% | +8.0% | -16.9% | -7.9% |
| 30D | -14.4% | -9.3% | -5.1% | -14.7% |
| 3M | +21.9% | -21.3% | +43.3% | +20.1% |
| 6M | +60.1% | -31.5% | +91.6% | +58.3% |
| YTD | +142.3% | -23.2% | +165.6% | +129.2% |
| 1Y | +101.7% | -15.0% | +116.7% | +84.8% |
| All | +101.7% | -14.2% | +115.9% | +84.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling