+3,134.4%
MTZ vs KGC
+357.0%
+2,777.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.2% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | -11.1% | +20.3% | -31.4% | -11.9% |
| 3M | -36.7% | +8.1% | -44.8% | -37.0% |
| 6M | -21.9% | -8.8% | -13.2% | -21.8% |
| YTD | +9.1% | +10.1% | -0.9% | +8.3% |
| 1Y | +30.0% | +44.2% | -14.3% | +27.4% |
| 3Y | +138.5% | +533.0% | -394.6% | +119.5% |
| 5Y | +158.3% | +443.0% | -284.7% | +137.5% |
| 10Y | +700.8% | +678.6% | +22.2% | +618.1% |
| All | +3,134.4% | +357.0% | +2,777.4% | +3,405.7% |
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