+174.8%
MS vs KGC
+350.6%
-175.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +2.7% |
| 7D | +0.7% | +11.1% | -10.4% | -0.8% |
| 30D | -0.9% | -3.7% | +2.8% | -0.6% |
| 3M | -13.0% | -17.2% | +4.2% | -11.1% |
| 6M | -2.0% | -27.3% | +25.3% | +1.1% |
| YTD | +7.8% | -18.5% | +26.3% | +8.7% |
| 1Y | +17.9% | -5.7% | +23.6% | +16.8% |
| 3Y | +174.8% | +336.5% | -161.7% | +116.5% |
| All | +174.8% | +350.6% | -175.9% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling