+436.5%
CARR vs KGC
+732.1%
-295.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | +3.2% | +2.4% | +0.8% | +3.0% |
| 30D | -7.7% | +9.2% | -16.9% | -8.4% |
| 3M | -11.9% | +16.7% | -28.7% | -13.3% |
| 6M | +2.0% | -7.0% | +9.0% | +2.1% |
| YTD | +13.2% | +7.5% | +5.7% | +11.9% |
| 1Y | -8.5% | +34.4% | -42.9% | -11.1% |
| 3Y | +5.0% | +552.0% | -547.0% | -10.4% |
| 5Y | +12.0% | +454.5% | -442.5% | -6.0% |
| All | +436.5% | +732.1% | -295.6% | +567.3% |
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