+152.4%
CMI vs KGC
+548.3%
-395.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -12.3% | +10.5% | -22.8% | -14.1% |
| 3M | -16.8% | +19.8% | -36.6% | -19.9% |
| 6M | +1.5% | -6.7% | +8.2% | +1.3% |
| YTD | +9.8% | +7.8% | +2.0% | +7.4% |
| 1Y | +42.6% | +35.7% | +6.9% | +35.7% |
| All | +152.4% | +548.3% | -395.9% | +84.0% |
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 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