+1,256.1%
MRVL vs KGC
+819.8%
+436.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +1.0% | -2.3% |
| 7D | +23.1% | -4.1% | +27.2% | +23.6% |
| 30D | -38.8% | -11.6% | -27.2% | -38.1% |
| 3M | -24.2% | -24.5% | +0.3% | -22.3% |
| 6M | 0.0% | -34.6% | +34.6% | +3.8% |
| YTD | +93.8% | -26.2% | +120.0% | +98.8% |
| 1Y | +84.4% | -20.1% | +104.5% | +87.9% |
| 3Y | +203.6% | +312.4% | -108.8% | +171.1% |
| 5Y | +127.8% | +224.9% | -97.1% | +104.5% |
| 10Y | +1,257.2% | +608.7% | +648.5% | +1,046.0% |
| All | +1,256.1% | +819.8% | +436.3% | +1,155.1% |
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 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