+1,315.7%
MU vs KGC
+450.1%
+865.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.3% | +8.4% | +6.7% |
| 7D | +9.0% | -1.3% | +10.3% | +9.3% |
| 30D | +13.8% | +20.3% | -6.5% | +7.6% |
| 3M | +2.1% | +8.1% | -6.0% | -0.6% |
| 6M | +153.8% | -8.8% | +162.6% | +156.5% |
| YTD | +256.4% | +10.1% | +246.3% | +242.8% |
| 1Y | +719.8% | +44.2% | +675.5% | +642.7% |
| 3Y | +1,360.4% | +533.0% | +827.3% | +871.0% |
| All | +1,315.7% | +450.1% | +865.6% | +807.2% |
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