+101.0%
CB vs KGC
+450.1%
-349.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.9% |
| 7D | +0.5% | -1.3% | +1.8% | +0.5% |
| 30D | -3.1% | +20.3% | -23.4% | -3.5% |
| 3M | +9.0% | +8.1% | +0.9% | +8.8% |
| 6M | +2.9% | -8.8% | +11.6% | +3.2% |
| YTD | +10.1% | +10.1% | 0.0% | +9.4% |
| 1Y | +22.8% | +44.2% | -21.4% | +20.1% |
| 3Y | +73.8% | +533.0% | -459.2% | +55.8% |
| All | +101.0% | +450.1% | -349.1% | +78.3% |
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 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