+104.3%
CEG vs KGC
+317.1%
-212.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +3.5% |
| 7D | -4.7% | +10.5% | -15.2% | -7.6% |
| 30D | -16.6% | -4.1% | -12.5% | -15.8% |
| 3M | -4.1% | -13.1% | +9.0% | -1.3% |
| 6M | -22.3% | -27.5% | +5.2% | -16.1% |
| YTD | -28.9% | -20.7% | -8.2% | -27.2% |
| 1Y | -28.5% | -6.1% | -22.4% | -30.6% |
| 3Y | +104.3% | +318.6% | -214.3% | +24.0% |
| All | +104.3% | +317.1% | -212.8% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling