+73.9%
CNP vs KGC
+286.2%
-212.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.5% |
| 7D | -4.2% | +10.5% | -14.7% | -4.9% |
| 30D | +5.5% | -4.1% | +9.6% | +5.7% |
| 3M | +0.6% | -13.1% | +13.6% | +1.3% |
| 6M | -2.8% | -27.5% | +24.7% | -0.8% |
| YTD | +7.9% | -20.7% | +28.6% | +8.2% |
| 1Y | +6.7% | -6.1% | +12.7% | +4.8% |
| 3Y | +61.1% | +318.6% | -257.5% | +27.6% |
| All | +73.9% | +286.2% | -212.3% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling