+719.8%
MU vs KGC
+43.6%
+676.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.3% | +8.4% | +7.2% |
| 7D | +9.0% | -1.3% | +10.3% | +9.4% |
| 30D | +13.8% | +20.3% | -6.5% | +3.1% |
| 3M | +2.1% | +8.1% | -6.0% | -3.0% |
| 6M | +153.8% | -8.8% | +162.6% | +155.6% |
| YTD | +256.4% | +10.1% | +246.3% | +222.0% |
| 1Y | +719.8% | +44.2% | +675.5% | +559.3% |
| All | +719.8% | +43.6% | +676.1% | +559.3% |
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