+349.5%
MTUM vs KGC
+698.0%
-348.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +0.7% | -5.6% | +6.4% | +1.3% |
| 30D | -2.4% | +6.1% | -8.6% | -3.2% |
| 3M | -3.6% | +17.3% | -21.0% | -5.6% |
| 6M | +23.7% | -10.3% | +33.9% | +24.3% |
| YTD | +22.9% | +3.9% | +19.1% | +21.5% |
| 1Y | +21.8% | +25.7% | -4.0% | +17.8% |
| 3Y | +114.4% | +526.0% | -411.5% | +77.3% |
| 5Y | +79.6% | +455.5% | -375.9% | +47.6% |
| All | +349.5% | +698.0% | -348.5% | +275.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling