+27.2%
CB vs KGC
-8.9%
+36.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.2% | -0.3% |
| 7D | -1.5% | +11.1% | -12.6% | -1.0% |
| 30D | +6.5% | -3.7% | +10.3% | +6.3% |
| 3M | +4.1% | -17.2% | +21.3% | +3.2% |
| 6M | +14.4% | -27.3% | +41.7% | +13.5% |
| YTD | +17.5% | -18.5% | +36.0% | +16.9% |
| All | +27.2% | -8.9% | +36.2% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling