+23.3%
CAVA vs KGC
+521.7%
-498.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -3.5% |
| 7D | -12.4% | -8.4% | -4.0% | -10.8% |
| 30D | -11.2% | +6.3% | -17.5% | -12.3% |
| 3M | -33.8% | +22.4% | -56.2% | -36.7% |
| 6M | -32.5% | -11.4% | -21.1% | -31.5% |
| YTD | -8.0% | +3.1% | -11.1% | -10.4% |
| 1Y | -17.1% | +26.6% | -43.7% | -24.3% |
| 3Y | +37.8% | +525.6% | -487.8% | -31.3% |
| All | +23.3% | +521.7% | -498.4% | -37.8% |
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