+38.3%
CMS vs KGC
+329.2%
-290.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -1.1% | +0.2% | -1.4% | -1.1% |
| 30D | +6.6% | -8.8% | +15.4% | +6.9% |
| 3M | +0.8% | -21.1% | +21.9% | +1.7% |
| 6M | -3.3% | -32.3% | +29.0% | -1.7% |
| YTD | +2.7% | -23.5% | +26.2% | +3.0% |
| 1Y | -4.0% | -15.0% | +11.0% | -4.5% |
| All | +38.3% | +329.2% | -290.9% | +6.9% |
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 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