+95.0%
MTZ vs KGC
+226.6%
-131.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +5.0% | -6.7% | +11.6% | +6.7% |
| 30D | -6.0% | -6.7% | +0.6% | -4.9% |
| 3M | -36.1% | -22.6% | -13.5% | -32.9% |
| 6M | -56.9% | -33.4% | -23.4% | -53.3% |
| YTD | -15.9% | -26.0% | +10.1% | -12.5% |
| 1Y | -3.8% | -18.3% | +14.5% | -2.3% |
| 3Y | +272.3% | +315.8% | -43.5% | +152.2% |
| All | +95.0% | +226.6% | -131.7% | +26.9% |
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