+501.4%
MTZ vs KGC
+523.1%
-21.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.0% | +6.5% | +9.1% |
| 7D | -6.4% | +10.5% | -16.9% | -7.8% |
| 30D | -22.1% | -4.1% | -18.0% | -21.8% |
| 3M | -32.7% | -13.1% | -19.6% | -31.8% |
| 6M | -59.8% | -27.5% | -32.3% | -58.4% |
| YTD | -19.9% | -20.7% | +0.8% | -18.5% |
| 1Y | -11.5% | -6.1% | -5.4% | -11.8% |
| 3Y | +258.1% | +318.6% | -60.5% | +199.1% |
| 5Y | +85.5% | +289.9% | -204.4% | +51.4% |
| All | +501.4% | +523.1% | -21.7% | +404.6% |
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