+3.3%
CAT vs KGC
-14.2%
+17.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.8% | +3.4% | -1.0% |
| 7D | -6.3% | +8.0% | -14.3% | -8.1% |
| 30D | -26.8% | -9.3% | -17.5% | -25.0% |
| 3M | -30.0% | -21.3% | -8.7% | -26.4% |
| 6M | -34.6% | -31.5% | -3.1% | -29.1% |
| YTD | +2.9% | -23.2% | +26.2% | +5.0% |
| 1Y | +3.3% | -15.0% | +18.3% | +3.1% |
| All | +3.3% | -14.2% | +17.5% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling