+74.7%
MRK vs KGC
+28.2%
+46.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -4.3% | -5.6% | +1.4% | -3.8% |
| 30D | +8.3% | +6.1% | +2.1% | +7.9% |
| 3M | +20.0% | +17.3% | +2.7% | +19.1% |
| 6M | +25.7% | -10.3% | +36.0% | +26.0% |
| YTD | +38.7% | +3.9% | +34.9% | +38.3% |
| 1Y | +74.7% | +25.7% | +48.9% | +70.1% |
| All | +74.7% | +28.2% | +46.5% | +70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling