+123.5%
CMS vs KGC
+523.1%
-399.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.6% |
| 7D | -0.5% | +10.5% | -11.0% | -1.3% |
| 30D | +7.2% | -4.1% | +11.2% | +7.4% |
| 3M | -1.3% | -13.1% | +11.8% | -0.5% |
| 6M | -4.3% | -27.5% | +23.2% | -2.4% |
| YTD | +2.1% | -20.7% | +22.8% | +2.7% |
| 1Y | -0.6% | -6.1% | +5.5% | -1.6% |
| 3Y | +38.0% | +318.6% | -280.6% | +16.9% |
| 5Y | +33.6% | +289.9% | -256.3% | +11.8% |
| All | +123.5% | +523.1% | -399.6% | +78.7% |
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 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