+189.8%
MU vs KGC
-8.9%
+198.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.5% | +5.1% |
| 7D | -12.0% | +11.1% | -23.2% | -16.3% |
| 30D | -28.7% | -3.7% | -25.0% | -27.6% |
| 3M | -16.4% | -17.2% | +0.8% | -10.2% |
| 6M | -1.8% | -27.3% | +25.5% | +9.9% |
| YTD | +157.1% | -18.5% | +175.6% | +154.4% |
| All | +189.8% | -8.9% | +198.7% | +159.4% |
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