+246.7%
CB vs KGC
+567.0%
-320.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -1.0% | +0.2% | -1.3% | -1.0% |
| 30D | +7.3% | -8.8% | +16.2% | +7.4% |
| 3M | +7.0% | -21.1% | +28.1% | +7.3% |
| 6M | +16.3% | -32.3% | +48.7% | +17.0% |
| YTD | +19.7% | -23.5% | +43.2% | +19.8% |
| 1Y | +27.8% | -15.0% | +42.8% | +27.5% |
| 3Y | +72.0% | +327.5% | -255.5% | +64.2% |
| 5Y | +104.9% | +244.3% | -139.4% | +94.7% |
| 10Y | +246.7% | +634.8% | -388.0% | +235.4% |
| All | +246.7% | +567.0% | -320.3% | +235.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling