+155.2%
MPWR vs KGC
+450.1%
-294.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.5% |
| 7D | -2.6% | -1.3% | -1.3% | -2.3% |
| 30D | -9.0% | +20.3% | -29.3% | -14.5% |
| 3M | -25.8% | +8.1% | -33.9% | -28.1% |
| 6M | +11.8% | -8.8% | +20.5% | +13.3% |
| YTD | +35.5% | +10.1% | +25.4% | +28.7% |
| 1Y | +45.3% | +44.2% | +1.1% | +26.2% |
| 3Y | +138.5% | +533.0% | -394.6% | +26.1% |
| All | +155.2% | +450.1% | -294.9% | +32.1% |
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