+459.7%
CMS vs KGC
+357.0%
+102.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | +0.4% | -1.3% | +1.6% | +0.4% |
| 30D | -3.6% | +20.3% | -23.9% | -4.1% |
| 3M | -1.9% | +8.1% | -10.0% | -2.2% |
| 6M | -11.0% | -8.8% | -2.2% | -10.9% |
| YTD | +0.2% | +10.1% | -9.9% | -0.3% |
| 1Y | -1.3% | +44.2% | -45.5% | -2.6% |
| 3Y | +35.9% | +533.0% | -497.1% | +28.7% |
| 5Y | +23.1% | +443.0% | -419.9% | +16.5% |
| 10Y | +117.9% | +678.6% | -560.6% | +103.0% |
| All | +459.7% | +357.0% | +102.7% | +424.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling