+72.0%
CNP vs KGC
+450.8%
-378.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +1.3% |
| 7D | +1.6% | +2.4% | -0.8% | +1.4% |
| 30D | -0.8% | +9.2% | -10.0% | -1.6% |
| 3M | -3.6% | +16.7% | -20.3% | -5.1% |
| 6M | -6.9% | -7.0% | +0.1% | -6.8% |
| YTD | +6.4% | +7.5% | -1.1% | +4.3% |
| 1Y | +9.9% | +34.4% | -24.4% | +4.6% |
| 3Y | +53.1% | +552.0% | -498.9% | +15.9% |
| 5Y | +72.0% | +454.5% | -382.6% | +30.7% |
| All | +72.0% | +450.8% | -378.8% | +30.7% |
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