+674.0%
MRNA vs KGC
+1,028.9%
-354.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.2% |
| 7D | -1.1% | -5.6% | +4.6% | +0.4% |
| 30D | +126.1% | +6.1% | +120.0% | +124.6% |
| 3M | +190.0% | +17.3% | +172.7% | +183.2% |
| 6M | +157.2% | -10.3% | +167.5% | +161.2% |
| YTD | +388.2% | +3.9% | +384.3% | +385.0% |
| 1Y | +467.0% | +25.7% | +441.3% | +448.1% |
| 3Y | +36.1% | +526.0% | -489.9% | +2.8% |
| 5Y | -68.0% | +455.5% | -523.4% | -76.0% |
| All | +674.0% | +1,028.9% | -354.9% | +396.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling