+288.0%
CME vs KGC
+506.2%
-218.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.8% | +7.3% | +1.7% |
| 7D | +1.7% | +8.0% | -6.4% | +1.4% |
| 30D | +10.2% | -9.3% | +19.5% | +10.5% |
| 3M | +17.8% | -21.3% | +39.1% | +18.6% |
| 6M | +11.0% | -31.5% | +42.5% | +12.3% |
| YTD | +17.0% | -23.2% | +40.3% | +17.4% |
| 1Y | +15.8% | -15.0% | +30.8% | +15.6% |
| 3Y | +61.8% | +328.7% | -266.9% | +48.3% |
| 5Y | +72.5% | +262.9% | -190.4% | +57.4% |
| 10Y | +288.0% | +568.9% | -280.9% | +260.3% |
| All | +288.0% | +506.2% | -218.2% | +260.3% |
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 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