+47.7%
CI vs KGC
+286.2%
-238.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -2.7% |
| 7D | -1.6% | +10.5% | -12.0% | -1.7% |
| 30D | +5.4% | -4.1% | +9.5% | +5.4% |
| 3M | +7.3% | -13.1% | +20.3% | +7.4% |
| 6M | +5.3% | -27.5% | +32.8% | +5.7% |
| YTD | +8.5% | -20.7% | +29.2% | +8.7% |
| 1Y | +17.1% | -6.1% | +23.2% | +17.1% |
| 3Y | +1.4% | +318.6% | -317.2% | -6.1% |
| All | +47.7% | +286.2% | -238.5% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling