+2,683.6%
MUU vs KGC
+222.8%
+2,460.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | +15.0% | -0.1% | +15.1% | +14.8% |
| 30D | +36.8% | +10.5% | +26.3% | +25.2% |
| 3M | -8.5% | +19.8% | -28.3% | -20.4% |
| 6M | +320.7% | -6.7% | +327.4% | +339.4% |
| YTD | +599.7% | +7.8% | +591.9% | +553.4% |
| 1Y | +2,569.2% | +35.7% | +2,533.5% | +2,100.0% |
| All | +2,683.6% | +222.8% | +2,460.8% | +1,080.1% |
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