+674.0%
CAT vs KGC
+506.2%
+167.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.8% | +3.4% | -1.8% |
| 7D | -6.3% | +8.0% | -14.3% | -7.0% |
| 30D | -26.8% | -9.3% | -17.5% | -26.1% |
| 3M | -30.0% | -21.3% | -8.7% | -28.6% |
| 6M | -34.6% | -31.5% | -3.1% | -32.6% |
| YTD | +2.9% | -23.2% | +26.2% | +4.8% |
| 1Y | +3.3% | -15.0% | +18.3% | +4.3% |
| 3Y | +153.7% | +328.7% | -175.0% | +125.8% |
| 5Y | +207.3% | +262.9% | -55.6% | +169.7% |
| 10Y | +674.0% | +568.9% | +105.1% | +574.3% |
| All | +674.0% | +506.2% | +167.8% | +574.3% |
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