+542.0%
MS vs KGC
+637.7%
-95.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.8% |
| 7D | +5.1% | -6.7% | +11.7% | +5.5% |
| 30D | +5.7% | -6.7% | +12.3% | +6.1% |
| 3M | -12.2% | -22.6% | +10.4% | -10.9% |
| 6M | -0.5% | -33.4% | +32.9% | +1.6% |
| YTD | +9.8% | -26.0% | +35.8% | +11.2% |
| 1Y | +17.7% | -18.3% | +36.0% | +18.6% |
| 3Y | +176.8% | +315.8% | -139.0% | +158.4% |
| 5Y | +123.7% | +225.7% | -102.0% | +106.0% |
| All | +542.0% | +637.7% | -95.7% | +547.6% |
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