+40.4%
MXL vs KGC
+453.5%
-413.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.9% | +7.3% |
| 7D | +18.9% | -5.6% | +24.5% | +20.9% |
| 30D | +0.3% | +6.1% | -5.8% | -1.9% |
| 3M | -8.0% | +17.3% | -25.4% | -12.9% |
| 6M | +341.2% | -10.3% | +351.5% | +348.6% |
| YTD | +327.8% | +3.9% | +324.0% | +314.8% |
| 1Y | +364.9% | +25.7% | +339.2% | +325.2% |
| 3Y | +229.2% | +526.0% | -296.7% | +81.5% |
| All | +40.4% | +453.5% | -413.1% | -23.4% |
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