+70.2%
CME vs KGC
+285.6%
-215.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.5% | -0.5% |
| 7D | +0.9% | +10.5% | -9.6% | +0.5% |
| 30D | +13.2% | -4.1% | +17.2% | +13.3% |
| 3M | +16.3% | -13.1% | +29.3% | +16.6% |
| 6M | +7.1% | -27.5% | +34.7% | +8.3% |
| YTD | +15.8% | -20.7% | +36.5% | +16.0% |
| 1Y | +17.1% | -6.1% | +23.1% | +16.0% |
| 3Y | +63.2% | +318.6% | -255.5% | +42.7% |
| All | +70.2% | +285.6% | -215.4% | +50.6% |
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