+189.8%
MU vs KGC
-8.8%
+198.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +3.8% |
| 7D | -22.0% | +10.5% | -32.5% | -25.8% |
| 30D | -36.6% | -4.1% | -32.5% | -35.5% |
| 3M | -21.7% | -13.1% | -8.6% | -18.3% |
| 6M | +3.5% | -27.5% | +31.1% | +16.6% |
| YTD | +141.9% | -20.7% | +162.6% | +141.1% |
| 1Y | +189.8% | -6.1% | +195.9% | +137.9% |
| All | +189.8% | -8.8% | +198.7% | +137.9% |
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