+136.0%
CMS vs KGC
+567.0%
-431.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | +6.6% | -8.8% | +15.4% | +7.2% |
| 3M | +0.8% | -21.1% | +21.9% | +2.4% |
| 6M | -3.3% | -32.3% | +29.0% | -0.9% |
| YTD | +2.7% | -23.5% | +26.2% | +3.6% |
| 1Y | -4.0% | -15.0% | +11.0% | -4.2% |
| 3Y | +37.6% | +327.5% | -289.9% | +16.1% |
| 5Y | +35.4% | +244.3% | -208.8% | +14.5% |
| 10Y | +136.0% | +634.8% | -498.7% | +83.9% |
| All | +136.0% | +567.0% | -431.0% | +83.9% |
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