-5.0%
MRSH vs KGC
+524.7%
-529.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -4.8% | -5.6% | +0.9% | -4.9% |
| 30D | -6.3% | +6.1% | -12.5% | -6.1% |
| 3M | +5.8% | +17.3% | -11.5% | +6.5% |
| 6M | +2.8% | -10.3% | +13.1% | +3.0% |
| YTD | -3.1% | +3.9% | -7.0% | -3.1% |
| 1Y | -11.3% | +25.7% | -37.0% | -11.8% |
| 3Y | -5.0% | +526.0% | -530.9% | -10.4% |
| All | -5.0% | +524.7% | -529.6% | -10.4% |
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