+215.7%
MXL vs KGC
+548.3%
-332.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.3% | +7.5% |
| 7D | +19.0% | -0.1% | +19.1% | +18.8% |
| 30D | +4.5% | +10.5% | -6.0% | +1.1% |
| 3M | -1.5% | +19.8% | -21.3% | -7.2% |
| 6M | +348.6% | -6.7% | +355.3% | +349.5% |
| YTD | +310.3% | +7.8% | +302.5% | +293.9% |
| 1Y | +344.7% | +35.7% | +309.0% | +300.9% |
| All | +215.7% | +548.3% | -332.5% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling