+125.2%
MPWR vs KGC
+286.2%
-161.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.2% | +4.3% |
| 7D | -1.7% | +10.5% | -12.2% | -5.0% |
| 30D | -16.5% | -4.1% | -12.5% | -15.7% |
| 3M | -12.3% | -13.1% | +0.8% | -9.2% |
| 6M | -27.7% | -27.5% | -0.2% | -21.2% |
| YTD | +32.0% | -20.7% | +52.7% | +38.1% |
| 1Y | +25.1% | -6.1% | +31.2% | +23.9% |
| 3Y | +146.5% | +318.6% | -172.1% | +46.4% |
| All | +125.2% | +286.2% | -161.0% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling