+2,620.0%
MUU vs KGC
+229.6%
+2,390.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -2.3% | +13.9% | +13.3% |
| 7D | +17.4% | -1.3% | +18.7% | +18.1% |
| 30D | +24.0% | +20.3% | +3.7% | +5.6% |
| 3M | -23.9% | +8.1% | -32.0% | -27.9% |
| 6M | +284.4% | -8.8% | +293.2% | +305.7% |
| YTD | +583.7% | +10.1% | +573.7% | +528.3% |
| 1Y | +2,981.5% | +44.2% | +2,937.3% | +2,352.2% |
| All | +2,620.0% | +229.6% | +2,390.4% | +1,034.7% |
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