+140.6%
CNP vs KGC
+635.9%
-495.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.2% |
| 7D | +2.5% | -4.1% | +6.5% | +2.8% |
| 30D | +4.0% | -11.6% | +15.7% | +5.0% |
| 3M | +1.6% | -24.5% | +26.2% | +3.8% |
| 6M | -1.7% | -34.6% | +32.9% | +1.4% |
| YTD | +8.6% | -26.2% | +34.8% | +9.9% |
| 1Y | +5.8% | -20.1% | +25.9% | +6.0% |
| 3Y | +63.0% | +312.4% | -249.4% | +34.4% |
| 5Y | +74.7% | +224.9% | -150.3% | +44.7% |
| All | +140.6% | +635.9% | -495.4% | +87.4% |
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