+180.2%
MPWR vs KGC
+315.0%
-134.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.2% | -4.0% |
| 7D | +16.8% | -6.7% | +23.5% | +19.4% |
| 30D | +11.9% | -6.7% | +18.5% | +14.0% |
| 3M | +2.2% | -22.6% | +24.8% | +9.8% |
| 6M | -15.5% | -33.4% | +17.9% | -5.5% |
| YTD | +54.2% | -26.0% | +80.2% | +65.0% |
| 1Y | +51.5% | -18.3% | +69.8% | +57.0% |
| 3Y | +180.2% | +315.8% | -135.6% | +95.7% |
| All | +180.2% | +315.0% | -134.8% | +95.7% |
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