+133.6%
MRK vs KGC
+454.1%
-320.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +12.7% | +10.5% | +2.2% | +12.3% |
| 3M | +24.2% | +19.8% | +4.5% | +23.6% |
| 6M | +27.8% | -6.7% | +34.5% | +27.8% |
| YTD | +42.2% | +7.8% | +34.4% | +41.7% |
| 1Y | +80.2% | +35.7% | +44.5% | +78.7% |
| 3Y | +48.4% | +553.7% | -505.3% | +39.4% |
| 5Y | +133.6% | +461.7% | -328.1% | +122.1% |
| All | +133.6% | +454.1% | -320.5% | +122.1% |
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