+265.1%
MU vs KGC
-5.3%
+270.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.5% | -14.5% | -10.3% |
| 7D | -19.1% | -6.8% | -12.3% | -16.6% |
| 30D | -25.2% | -9.2% | -16.1% | -22.1% |
| 3M | -10.9% | -9.1% | -1.8% | -9.8% |
| 6M | +38.0% | -25.7% | +63.6% | +55.2% |
| YTD | +178.8% | -23.6% | +202.5% | +180.2% |
| 1Y | +265.1% | -4.3% | +269.4% | +180.3% |
| All | +265.1% | -5.3% | +270.5% | +180.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling