+20.9%
MS vs KGC
-5.3%
+26.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.5% | -3.2% | +2.9% |
| 7D | +2.6% | -6.8% | +9.4% | +3.7% |
| 30D | +2.6% | -9.2% | +11.8% | +4.1% |
| 3M | -10.1% | -9.1% | -1.0% | -9.4% |
| 6M | +4.4% | -25.7% | +30.0% | +8.0% |
| YTD | +11.7% | -23.6% | +35.4% | +10.5% |
| 1Y | +20.9% | -4.3% | +25.2% | +11.1% |
| All | +20.9% | -5.3% | +26.3% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling