+36.9%
CMS vs KGC
+317.1%
-280.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -2.2% |
| 7D | -1.3% | +10.5% | -11.8% | -1.7% |
| 30D | +6.3% | -4.1% | +10.4% | +6.4% |
| 3M | -2.1% | -13.1% | +11.0% | -1.7% |
| 6M | -5.1% | -27.5% | +22.5% | -3.9% |
| YTD | +1.3% | -20.7% | +22.0% | +1.4% |
| 1Y | -1.4% | -6.1% | +4.7% | -2.5% |
| 3Y | +36.9% | +318.6% | -281.7% | +12.0% |
| All | +36.9% | +317.1% | -280.2% | +12.0% |
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