+36.1%
MRNA vs KGC
+524.7%
-488.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.0% |
| 7D | -1.1% | -5.6% | +4.6% | +1.7% |
| 30D | +126.1% | +6.1% | +120.0% | +122.7% |
| 3M | +190.0% | +17.3% | +172.7% | +178.8% |
| 6M | +157.2% | -10.3% | +167.5% | +159.0% |
| YTD | +388.2% | +3.9% | +384.3% | +381.2% |
| 1Y | +467.0% | +25.7% | +441.3% | +446.9% |
| 3Y | +36.1% | +526.0% | -489.9% | +3.0% |
| All | +36.1% | +524.7% | -488.6% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling