+10.0%
MSCI vs KGC
+543.3%
-533.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | +0.4% | -1.3% | +1.7% | +0.4% |
| 30D | +0.6% | +20.3% | -19.7% | +0.1% |
| 3M | -7.1% | +8.1% | -15.2% | -7.2% |
| 6M | +0.8% | -8.8% | +9.6% | +1.1% |
| YTD | +1.0% | +10.1% | -9.1% | +0.1% |
| 1Y | +4.3% | +44.2% | -39.9% | +1.7% |
| All | +10.0% | +543.3% | -533.3% | -9.4% |
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