-19.1%
MXL vs KGC
+226.6%
-245.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +13.4% | -6.7% | +20.1% | +16.0% |
| 30D | -29.2% | -6.7% | -22.6% | -27.8% |
| 3M | -27.2% | -22.6% | -4.6% | -21.7% |
| 6M | -36.4% | -33.4% | -3.0% | -29.0% |
| YTD | +220.0% | -26.0% | +246.0% | +243.2% |
| 1Y | +304.8% | -18.3% | +323.1% | +320.8% |
| 3Y | +238.5% | +315.8% | -77.3% | +104.2% |
| All | -19.1% | +226.6% | -245.7% | -45.4% |
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