+492.6%
MTZ vs KGC
+496.6%
-3.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.8% | +8.2% |
| 7D | -2.4% | +11.1% | -13.6% | -3.9% |
| 30D | -11.1% | -3.7% | -7.3% | -10.8% |
| 3M | -30.6% | -17.2% | -13.4% | -29.2% |
| 6M | -54.4% | -27.3% | -27.1% | -52.8% |
| YTD | -13.0% | -18.5% | +5.5% | -11.8% |
| 1Y | -5.7% | -5.7% | 0.0% | -6.1% |
| 3Y | +297.2% | +336.5% | -39.3% | +230.8% |
| 5Y | +95.9% | +298.7% | -202.8% | +59.6% |
| 10Y | +492.6% | +538.5% | -45.9% | +393.8% |
| All | +492.6% | +496.6% | -3.9% | +393.8% |
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