+37.4%
CAVA vs KGC
+547.9%
-510.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.5% |
| 7D | -1.5% | +2.4% | -4.0% | -2.1% |
| 30D | -3.7% | +9.2% | -12.9% | -5.4% |
| 3M | -18.3% | +16.7% | -35.1% | -21.3% |
| 6M | -23.5% | -7.0% | -16.5% | -23.1% |
| YTD | +2.5% | +7.5% | -5.0% | -1.0% |
| 1Y | -8.0% | +34.4% | -42.3% | -17.1% |
| 3Y | +53.5% | +552.0% | -498.5% | -24.1% |
| All | +37.4% | +547.9% | -510.6% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling