+5,285.6%
MS vs KGC
+606.5%
+4,679.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.0% |
| 7D | -3.4% | 0.0% | -3.3% | -3.4% |
| 30D | -3.9% | -9.3% | +5.4% | -3.6% |
| 3M | -15.9% | -15.9% | 0.0% | -15.5% |
| 6M | -2.5% | -24.9% | +22.4% | -1.7% |
| YTD | +5.1% | -23.0% | +28.1% | +5.7% |
| 1Y | +13.0% | -9.9% | +22.9% | +13.0% |
| 3Y | +160.7% | +301.2% | -140.6% | +148.3% |
| 5Y | +114.0% | +278.5% | -164.5% | +103.2% |
| 10Y | +637.5% | +484.3% | +153.2% | +584.3% |
| All | +5,285.6% | +606.5% | +4,679.1% | +5,791.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling