+180.6%
MPC vs KGC
+543.3%
-362.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.3% |
| 7D | +5.4% | -1.3% | +6.7% | +5.4% |
| 30D | +31.0% | +20.3% | +10.7% | +30.7% |
| 3M | +46.0% | +8.1% | +37.9% | +46.3% |
| 6M | +77.3% | -8.8% | +86.1% | +78.9% |
| YTD | +141.9% | +10.1% | +131.8% | +139.8% |
| 1Y | +120.9% | +44.2% | +76.7% | +114.4% |
| All | +180.6% | +543.3% | -362.6% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling