+124.8%
MS vs KGC
+265.7%
-140.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +1.1% |
| 7D | +0.8% | +8.0% | -7.2% | -0.4% |
| 30D | -0.7% | -9.3% | +8.6% | +0.6% |
| 3M | -12.4% | -21.3% | +9.0% | -9.7% |
| 6M | -1.7% | -31.5% | +29.8% | +2.7% |
| YTD | +8.0% | -23.2% | +31.3% | +10.1% |
| 1Y | +16.2% | -15.0% | +31.2% | +16.7% |
| 3Y | +171.3% | +328.7% | -157.4% | +108.6% |
| 5Y | +124.8% | +262.9% | -138.1% | +70.8% |
| All | +124.8% | +265.7% | -140.9% | +70.8% |
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