+629.1%
MRNA vs KGC
+1,071.5%
-442.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.4% |
| 7D | -10.1% | -0.1% | -10.0% | -10.1% |
| 30D | +126.7% | +10.5% | +116.3% | +123.0% |
| 3M | +184.1% | +19.8% | +164.3% | +175.6% |
| 6M | +143.3% | -6.7% | +150.0% | +144.6% |
| YTD | +359.9% | +7.8% | +352.1% | +352.6% |
| 1Y | +454.2% | +35.7% | +418.5% | +428.1% |
| 3Y | +26.0% | +553.7% | -527.7% | -5.8% |
| 5Y | -70.3% | +461.7% | -531.9% | -77.8% |
| All | +629.1% | +1,071.5% | -442.4% | +363.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling