+280.6%
CME vs KGC
+678.3%
-397.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +4.7% | +10.5% | -5.8% | +4.2% |
| 3M | +7.8% | +19.8% | -12.0% | +6.9% |
| 6M | -11.0% | -6.7% | -4.3% | -11.0% |
| YTD | +4.0% | +7.8% | -3.8% | +3.2% |
| 1Y | +9.1% | +35.7% | -26.6% | +7.0% |
| 3Y | +52.3% | +553.7% | -501.4% | +38.0% |
| 5Y | +76.1% | +461.7% | -385.6% | +59.1% |
| 10Y | +280.6% | +710.2% | -429.6% | +250.7% |
| All | +280.6% | +678.3% | -397.7% | +250.7% |
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