+1,173.1%
MRVL vs KGC
+637.7%
+535.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.7% |
| 7D | +11.0% | -6.7% | +17.7% | +12.6% |
| 30D | -36.1% | -6.7% | -29.4% | -35.2% |
| 3M | -29.4% | -22.6% | -6.9% | -25.6% |
| 6M | -11.9% | -33.4% | +21.6% | -4.6% |
| YTD | +84.8% | -26.0% | +110.8% | +95.1% |
| 1Y | +79.4% | -18.3% | +97.7% | +86.2% |
| 3Y | +195.7% | +315.8% | -120.0% | +127.6% |
| 5Y | +117.2% | +225.7% | -108.5% | +66.6% |
| All | +1,173.1% | +637.7% | +535.5% | +875.1% |
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 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