+157.9%
MTZ vs KGC
+450.1%
-292.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.6% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -11.1% | +20.3% | -31.4% | -15.2% |
| 3M | -36.7% | +8.1% | -44.8% | -38.3% |
| 6M | -21.9% | -8.8% | -13.2% | -21.4% |
| YTD | +9.1% | +10.1% | -0.9% | +4.1% |
| 1Y | +30.0% | +44.2% | -14.3% | +15.7% |
| 3Y | +138.5% | +533.0% | -394.6% | +48.2% |
| All | +157.9% | +450.1% | -292.2% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling