+1,157.1%
CAT vs KGC
+678.3%
+478.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | -2.6% | +10.5% | -13.1% | -3.6% |
| 3M | -10.7% | +19.8% | -30.5% | -12.3% |
| 6M | +16.1% | -6.7% | +22.8% | +16.3% |
| YTD | +43.2% | +7.8% | +35.5% | +41.6% |
| 1Y | +96.8% | +35.7% | +61.2% | +91.1% |
| 3Y | +201.4% | +553.7% | -352.3% | +159.3% |
| 5Y | +332.7% | +461.7% | -129.0% | +268.5% |
| 10Y | +1,157.1% | +710.2% | +446.9% | +985.3% |
| All | +1,157.1% | +678.3% | +478.8% | +985.3% |
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 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