+5,778.3%
MU vs KGC
+645.2%
+5,133.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.2% |
| 7D | +7.2% | +2.4% | +4.7% | +6.7% |
| 30D | +14.0% | +9.2% | +4.8% | +12.1% |
| 3M | +5.4% | +16.7% | -11.4% | +2.5% |
| 6M | +170.3% | -7.0% | +177.3% | +171.9% |
| YTD | +250.7% | +7.5% | +243.2% | +244.9% |
| 1Y | +662.1% | +34.4% | +627.8% | +628.4% |
| 3Y | +1,341.2% | +552.0% | +789.2% | +1,045.5% |
| 5Y | +1,319.3% | +454.5% | +864.8% | +1,022.1% |
| 10Y | +5,778.3% | +658.7% | +5,119.6% | +4,682.6% |
| All | +5,778.3% | +645.2% | +5,133.1% | +4,682.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling