+938.2%
MU vs KGC
+226.6%
+711.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | +12.8% | -6.7% | +19.5% | +15.0% |
| 30D | -14.9% | -6.7% | -8.2% | -13.4% |
| 3M | -18.0% | -22.6% | +4.5% | -12.7% |
| 6M | -3.1% | -33.4% | +30.3% | +7.2% |
| YTD | +172.9% | -26.0% | +198.9% | +191.8% |
| 1Y | +228.8% | -18.3% | +247.1% | +243.4% |
| 3Y | +950.8% | +315.8% | +635.1% | +672.4% |
| All | +938.2% | +226.6% | +711.6% | +655.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling