+103.2%
CB vs KGC
+286.2%
-183.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -1.8% |
| 7D | +0.2% | +10.5% | -10.2% | +0.1% |
| 30D | +9.1% | -4.1% | +13.1% | +9.1% |
| 3M | +3.4% | -13.1% | +16.5% | +3.6% |
| 6M | +14.1% | -27.5% | +41.6% | +14.8% |
| YTD | +18.0% | -20.7% | +38.7% | +17.9% |
| 1Y | +30.1% | -6.1% | +36.2% | +29.0% |
| 3Y | +71.8% | +318.6% | -246.8% | +56.3% |
| All | +103.2% | +286.2% | -183.0% | +85.1% |
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