+639.5%
CEG vs KGC
+499.4%
+140.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +5.5% |
| 7D | +8.0% | -1.3% | +9.3% | +8.3% |
| 30D | +12.9% | +20.3% | -7.3% | +7.1% |
| 3M | +13.2% | +8.1% | +5.1% | +10.0% |
| 6M | -7.0% | -8.8% | +1.8% | -6.1% |
| YTD | -15.0% | +10.1% | -25.1% | -19.3% |
| 1Y | -2.7% | +44.2% | -46.9% | -14.8% |
| 3Y | +184.1% | +533.0% | -349.0% | +67.8% |
| All | +639.5% | +499.4% | +140.1% | +318.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling