-32.5%
CBRS vs KGC
-0.8%
-31.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.3% | +12.6% | +11.0% |
| 7D | +17.3% | -1.3% | +18.6% | +17.5% |
| 30D | -2.0% | +20.3% | -22.3% | -8.0% |
| 3M | -2.5% | +8.1% | -10.6% | -11.9% |
| All | -32.5% | -0.8% | -31.7% | -39.3% |
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 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 · Available span rolling