+95.2%
CNC vs KGC
+698.0%
-602.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -0.9% | -5.6% | +4.7% | -0.7% |
| 30D | -1.0% | +6.1% | -7.1% | -1.3% |
| 3M | +4.5% | +17.3% | -12.8% | +3.7% |
| 6M | +85.2% | -10.3% | +95.5% | +85.4% |
| YTD | +61.4% | +3.9% | +57.6% | +60.2% |
| 1Y | +94.9% | +25.7% | +69.2% | +91.4% |
| 3Y | 0.0% | +526.0% | -526.0% | -10.5% |
| 5Y | +11.2% | +455.5% | -444.3% | -0.8% |
| All | +95.2% | +698.0% | -602.8% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling