-2.8%
CMS vs KGC
-14.2%
+11.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.1% | +0.4% |
| 7D | +0.5% | +8.0% | -7.5% | +0.4% |
| 30D | +7.4% | -9.3% | +16.7% | +7.4% |
| 3M | +1.9% | -21.3% | +23.2% | +2.0% |
| 6M | -2.3% | -31.5% | +29.2% | -1.7% |
| YTD | +3.0% | -23.2% | +26.2% | +2.9% |
| 1Y | -2.8% | -15.0% | +12.3% | -3.4% |
| All | -2.8% | -14.2% | +11.4% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling