+303.5%
MXL vs KGC
+43.6%
+259.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +6.4% |
| 7D | +1.6% | -1.3% | +2.9% | +2.0% |
| 30D | -7.0% | +20.3% | -27.3% | -13.5% |
| 3M | -33.4% | +8.1% | -41.5% | -35.9% |
| 6M | +260.2% | -8.8% | +268.9% | +263.0% |
| YTD | +260.0% | +10.1% | +249.9% | +236.6% |
| 1Y | +303.5% | +44.2% | +259.3% | +236.7% |
| All | +303.5% | +43.6% | +259.9% | +236.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling