+503.2%
CMI vs KGC
+698.0%
-194.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | -0.7% | -5.6% | +4.9% | -0.2% |
| 30D | -12.4% | +6.1% | -18.5% | -13.0% |
| 3M | -14.8% | +17.3% | -32.1% | -16.3% |
| 6M | +0.8% | -10.3% | +11.1% | +1.2% |
| YTD | +10.2% | +3.9% | +6.3% | +9.3% |
| 1Y | +37.4% | +25.7% | +11.7% | +34.2% |
| 3Y | +153.3% | +526.0% | -372.7% | +119.2% |
| 5Y | +167.6% | +455.5% | -287.9% | +129.6% |
| All | +503.2% | +698.0% | -194.8% | +417.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling