+201.5%
CAT vs KGC
+543.3%
-341.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.1% |
| 7D | +1.7% | -1.3% | +3.0% | +1.9% |
| 30D | -6.6% | +20.3% | -26.8% | -9.5% |
| 3M | -13.3% | +8.1% | -21.4% | -14.9% |
| 6M | +11.6% | -8.8% | +20.4% | +11.9% |
| YTD | +42.9% | +10.1% | +32.9% | +39.4% |
| 1Y | +95.4% | +44.2% | +51.2% | +84.7% |
| All | +201.5% | +543.3% | -341.8% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling