+16.2%
MS vs KGC
-14.2%
+30.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +1.3% |
| 7D | +0.8% | +8.0% | -7.2% | -0.7% |
| 30D | -0.7% | -9.3% | +8.6% | +0.7% |
| 3M | -12.4% | -21.3% | +9.0% | -9.3% |
| 6M | -1.7% | -31.5% | +29.8% | +2.6% |
| YTD | +8.0% | -23.2% | +31.3% | +5.9% |
| 1Y | +16.2% | -15.0% | +31.2% | +9.5% |
| All | +16.2% | -14.2% | +30.4% | +9.5% |
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