-5.7%
CMG vs KGC
+454.1%
-459.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | +12.1% | +10.5% | +1.6% | +10.9% |
| 3M | +20.6% | +19.8% | +0.8% | +18.1% |
| 6M | +2.1% | -6.7% | +8.8% | +2.1% |
| YTD | -2.6% | +7.8% | -10.4% | -4.5% |
| 1Y | -8.7% | +35.7% | -44.4% | -13.1% |
| 3Y | -7.4% | +553.7% | -561.1% | -29.6% |
| 5Y | -5.7% | +461.7% | -467.4% | -27.7% |
| All | -5.7% | +454.1% | -459.8% | -27.7% |
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 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