+146.4%
CI vs KGC
+662.9%
-516.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | +6.4% | -8.8% | +15.2% | +6.5% |
| 3M | +10.7% | -21.1% | +31.8% | +11.1% |
| 6M | +5.5% | -32.3% | +37.8% | +6.1% |
| YTD | +11.4% | -23.5% | +34.8% | +11.7% |
| 1Y | +15.0% | -15.0% | +30.0% | +15.1% |
| 3Y | +9.0% | +327.5% | -318.6% | +3.8% |
| 5Y | +52.0% | +244.3% | -192.3% | +44.3% |
| All | +146.4% | +662.9% | -516.5% | +140.8% |
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