+6,781.2%
CME vs KGC
+521.6%
+6,259.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | +6.2% | +20.3% | -14.0% | +4.6% |
| 3M | +10.4% | +8.1% | +2.3% | +9.4% |
| 6M | -9.5% | -8.8% | -0.8% | -9.5% |
| YTD | +6.0% | +10.1% | -4.0% | +4.3% |
| 1Y | +9.3% | +44.2% | -34.9% | +4.8% |
| 3Y | +57.7% | +533.0% | -475.4% | +32.5% |
| 5Y | +77.7% | +443.0% | -365.3% | +49.1% |
| 10Y | +281.2% | +678.6% | -397.3% | +196.2% |
| All | +6,781.2% | +521.6% | +6,259.6% | +5,257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling