+194.3%
CDE vs KGC
+435.7%
-241.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | +1.5% |
| 7D | -6.1% | -8.4% | +2.4% | +3.3% |
| 30D | +9.5% | +6.3% | +3.1% | +1.8% |
| 3M | +32.0% | +22.4% | +9.6% | +6.2% |
| 6M | -12.8% | -11.4% | -1.4% | +0.5% |
| YTD | +14.2% | +3.1% | +11.1% | +11.7% |
| 1Y | +36.3% | +26.6% | +9.7% | +7.6% |
| 3Y | +821.4% | +525.6% | +295.8% | +29.1% |
| 5Y | +194.3% | +451.7% | -257.4% | -56.6% |
| All | +194.3% | +435.7% | -241.4% | -56.6% |
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