+122.9%
MS vs KGC
+226.6%
-103.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +5.1% | -6.7% | +11.7% | +6.1% |
| 30D | +5.7% | -6.7% | +12.3% | +6.6% |
| 3M | -12.2% | -22.6% | +10.4% | -9.3% |
| 6M | -0.5% | -33.4% | +32.9% | +4.4% |
| YTD | +9.8% | -26.0% | +35.8% | +12.5% |
| 1Y | +17.7% | -18.3% | +36.0% | +18.9% |
| 3Y | +176.8% | +315.8% | -139.0% | +114.0% |
| All | +122.9% | +226.6% | -103.7% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling