+140.4%
CI vs KGC
+645.2%
-504.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.8% |
| 7D | -2.0% | +2.4% | -4.5% | -2.1% |
| 30D | -1.8% | +9.2% | -11.0% | -2.0% |
| 3M | -4.2% | +16.7% | -21.0% | -4.6% |
| 6M | +2.7% | -7.0% | +9.7% | +2.7% |
| YTD | +1.9% | +7.5% | -5.6% | +1.6% |
| 1Y | -6.3% | +34.4% | -40.6% | -7.0% |
| 3Y | +3.9% | +552.0% | -548.1% | -1.8% |
| 5Y | +41.9% | +454.5% | -412.6% | +33.8% |
| 10Y | +140.4% | +658.7% | -518.3% | +133.4% |
| All | +140.4% | +645.2% | -504.8% | +133.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling