+1,632.0%
MPWR vs KGC
+646.4%
+985.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.3% |
| 7D | -2.6% | -1.3% | -1.3% | -2.4% |
| 30D | -9.0% | +20.3% | -29.3% | -12.4% |
| 3M | -25.8% | +8.1% | -33.9% | -27.2% |
| 6M | +11.8% | -8.8% | +20.5% | +12.8% |
| YTD | +35.5% | +10.1% | +25.4% | +31.7% |
| 1Y | +45.3% | +44.2% | +1.1% | +34.3% |
| 3Y | +138.5% | +533.0% | -394.6% | +69.8% |
| 5Y | +152.8% | +443.0% | -290.2% | +78.8% |
| All | +1,632.0% | +646.4% | +985.6% | +1,148.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling