+421.5%
CARR vs KGC
+703.9%
-282.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.4% |
| 7D | -3.8% | -5.6% | +1.9% | -3.3% |
| 30D | -8.9% | +6.1% | -15.1% | -9.4% |
| 3M | -17.3% | +17.3% | -34.6% | -18.6% |
| 6M | -1.4% | -10.3% | +8.9% | -1.1% |
| YTD | +10.0% | +3.9% | +6.1% | +9.1% |
| 1Y | -6.4% | +25.7% | -32.1% | -8.6% |
| 3Y | +1.5% | +526.0% | -524.4% | -13.0% |
| 5Y | +9.3% | +455.5% | -446.2% | -7.9% |
| All | +421.5% | +703.9% | -282.4% | +550.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling