+7.7%
CARR vs KGC
+435.7%
-428.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.7% |
| 7D | -4.1% | -8.4% | +4.3% | -3.1% |
| 30D | -11.0% | +6.3% | -17.3% | -11.8% |
| 3M | -16.4% | +22.4% | -38.8% | -18.7% |
| 6M | -2.4% | -11.4% | +9.1% | -1.7% |
| YTD | +8.4% | +3.1% | +5.3% | +7.0% |
| 1Y | -8.0% | +26.6% | -34.6% | -11.6% |
| 3Y | +0.6% | +525.6% | -525.0% | -23.8% |
| 5Y | +7.7% | +451.7% | -443.9% | -19.7% |
| All | +7.7% | +435.7% | -428.0% | -19.7% |
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