+61.1%
CNP vs KGC
+317.1%
-255.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.6% |
| 7D | -4.2% | +10.5% | -14.7% | -4.6% |
| 30D | +5.5% | -4.1% | +9.6% | +5.7% |
| 3M | +0.6% | -13.1% | +13.6% | +1.0% |
| 6M | -2.8% | -27.5% | +24.7% | -1.5% |
| YTD | +7.9% | -20.7% | +28.6% | +7.8% |
| 1Y | +6.7% | -6.1% | +12.7% | +4.9% |
| 3Y | +61.1% | +318.6% | -257.5% | +25.4% |
| All | +61.1% | +317.1% | -255.9% | +25.4% |
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 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