+106,206.6%
MU vs KGC
+357.0%
+105,849.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.3% | +8.4% | +6.2% |
| 7D | +9.0% | -1.3% | +10.3% | +9.0% |
| 30D | +13.8% | +20.3% | -6.5% | +12.5% |
| 3M | +2.1% | +8.1% | -6.0% | +1.6% |
| 6M | +153.8% | -8.8% | +162.6% | +154.9% |
| YTD | +256.4% | +10.1% | +246.3% | +254.1% |
| 1Y | +719.8% | +44.2% | +675.5% | +703.4% |
| 3Y | +1,360.4% | +533.0% | +827.3% | +1,228.0% |
| 5Y | +1,312.4% | +443.0% | +869.4% | +1,183.9% |
| 10Y | +6,142.6% | +678.6% | +5,464.0% | +5,395.1% |
| All | +106,206.6% | +357.0% | +105,849.6% | +116,425.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling