-3.1%
CMS vs KGC
-8.9%
+5.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.5% |
| 7D | -0.9% | +11.1% | -12.0% | -1.0% |
| 30D | +7.1% | -3.7% | +10.8% | +7.0% |
| 3M | -1.3% | -17.2% | +15.9% | -1.2% |
| 6M | -2.7% | -27.3% | +24.6% | -2.1% |
| YTD | +2.6% | -18.5% | +21.2% | +2.5% |
| All | -3.1% | -8.9% | +5.8% | -3.7% |
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 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