+639.7%
CEG vs KGC
+485.4%
+154.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +0.6% |
| 7D | +6.7% | +2.4% | +4.2% | +5.9% |
| 30D | +11.0% | +9.2% | +1.7% | +8.0% |
| 3M | +19.5% | +16.7% | +2.7% | +13.8% |
| 6M | -5.9% | -7.0% | +1.2% | -5.4% |
| YTD | -15.0% | +7.5% | -22.5% | -18.8% |
| 1Y | +0.6% | +34.4% | -33.7% | -10.1% |
| 3Y | +180.6% | +552.0% | -371.3% | +64.8% |
| All | +639.7% | +485.4% | +154.3% | +321.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling