-7.1%
CMG vs KGC
+524.7%
-531.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -2.1% | -5.6% | +3.6% | -1.7% |
| 30D | +10.9% | +6.1% | +4.8% | +10.4% |
| 3M | +15.8% | +17.3% | -1.5% | +14.4% |
| 6M | +6.9% | -10.3% | +17.2% | +7.1% |
| YTD | -2.2% | +3.9% | -6.0% | -3.2% |
| 1Y | -7.1% | +25.7% | -32.8% | -9.4% |
| 3Y | -7.1% | +526.0% | -533.1% | -19.6% |
| All | -7.1% | +524.7% | -531.8% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling