+8.3%
CNP vs KGC
-5.3%
+13.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.5% | -11.0% | -3.3% |
| 7D | -1.3% | -6.8% | +5.5% | -1.3% |
| 30D | +8.7% | -9.2% | +17.9% | +8.7% |
| 3M | -0.7% | -9.1% | +8.4% | -0.6% |
| 6M | -4.2% | -25.7% | +21.5% | -4.1% |
| YTD | +8.9% | -23.6% | +32.5% | +8.4% |
| 1Y | +8.3% | -4.3% | +12.6% | +6.2% |
| All | +8.3% | -5.3% | +13.7% | +6.2% |
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