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  • MS vs KGC✓SelectedUSD · KGCMS vs KGC performance historyLatest closeAs of+0.26%09/04
Stock and ETF performance explorer

MS vs KGC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,288.2%
KGC return
+910.2%
Excess return
+5,378.0%
Maximum drawdown
-88.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKGCExcessAlpha
1D+0.3%-2.3%+2.5%+0.3%
7D+1.4%-1.3%+2.7%+1.4%
30D-0.3%+20.3%-20.5%-0.9%
3M+0.3%+8.1%-7.8%-0.1%
6M+31.3%-8.8%+40.1%+31.5%
YTD+24.7%+10.1%+14.6%+23.9%
1Y+47.9%+44.2%+3.7%+45.7%
3Y+178.3%+533.0%-354.7%+161.4%
5Y+144.9%+443.0%-298.1%+129.7%
10Y+804.5%+678.6%+126.0%+730.8%
All+6,288.2%+910.2%+5,378.0%+6,807.9%

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