+609.5%
MTUM vs KGC
+556.7%
+52.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +4.1% | -0.1% | +4.2% | +4.1% |
| 30D | +0.6% | +10.5% | -9.8% | -0.2% |
| 3M | -0.6% | +19.8% | -20.4% | -2.1% |
| 6M | +25.3% | -6.7% | +32.0% | +25.4% |
| YTD | +23.8% | +7.8% | +16.0% | +22.6% |
| 1Y | +25.4% | +35.7% | -10.3% | +22.2% |
| 3Y | +117.3% | +553.7% | -436.4% | +92.4% |
| 5Y | +79.7% | +461.7% | -382.0% | +58.8% |
| 10Y | +359.6% | +710.2% | -350.6% | +305.8% |
| All | +609.5% | +556.7% | +52.8% | +539.1% |
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 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