+183.3%
CAT vs KGC
+286.2%
-102.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.4% |
| 7D | -10.3% | +10.5% | -20.8% | -12.0% |
| 30D | -31.2% | -4.1% | -27.1% | -30.7% |
| 3M | -34.7% | -13.1% | -21.6% | -33.5% |
| 6M | -39.5% | -27.5% | -11.9% | -36.7% |
| YTD | -1.7% | -20.7% | +19.1% | +0.8% |
| 1Y | -1.1% | -6.1% | +4.9% | -1.3% |
| 3Y | +143.9% | +318.6% | -174.8% | +83.3% |
| All | +183.3% | +286.2% | -102.9% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling