+71.8%
CB vs KGC
+330.4%
-258.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.8% | +7.3% | +1.5% |
| 7D | +0.7% | +8.0% | -7.3% | +0.8% |
| 30D | +8.2% | -9.3% | +17.5% | +8.0% |
| 3M | +6.3% | -21.3% | +27.6% | +6.1% |
| 6M | +16.2% | -31.5% | +47.7% | +16.2% |
| YTD | +19.3% | -23.2% | +42.6% | +18.8% |
| 1Y | +29.2% | -15.0% | +44.3% | +28.4% |
| All | +71.8% | +330.4% | -258.6% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling