+4,100.0%
CMG vs KGC
+241.5%
+3,858.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.5% |
| 7D | -2.8% | -1.3% | -1.5% | -2.7% |
| 30D | +7.1% | +20.3% | -13.1% | +5.6% |
| 3M | +31.2% | +8.1% | +23.1% | +30.1% |
| 6M | +0.7% | -8.8% | +9.4% | +0.9% |
| YTD | -0.1% | +10.1% | -10.2% | -1.5% |
| 1Y | -10.7% | +44.2% | -55.0% | -14.1% |
| 3Y | -4.7% | +533.0% | -537.7% | -18.8% |
| 5Y | -3.8% | +443.0% | -446.8% | -18.1% |
| 10Y | +352.5% | +678.6% | -326.1% | +265.3% |
| All | +4,100.0% | +241.5% | +3,858.5% | +2,827.4% |
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