+255.6%
MXL vs KGC
+99.2%
+156.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.3% | +8.3% | +6.4% |
| 7D | +15.5% | +2.4% | +13.0% | +15.0% |
| 30D | -11.3% | +9.2% | -20.5% | -12.7% |
| 3M | -16.1% | +16.7% | -32.9% | -18.4% |
| 6M | +323.0% | -7.0% | +330.0% | +325.1% |
| YTD | +281.5% | +7.5% | +274.0% | +274.3% |
| 1Y | +319.3% | +34.4% | +284.9% | +297.4% |
| 3Y | +189.4% | +552.0% | -362.6% | +116.5% |
| 5Y | +26.0% | +454.5% | -428.5% | -5.4% |
| 10Y | +243.5% | +658.7% | -415.2% | +142.7% |
| All | +255.6% | +99.2% | +156.4% | +179.6% |
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