+1,812.7%
CNP vs KGC
+357.0%
+1,455.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | +1.1% | -1.3% | +2.4% | +1.1% |
| 30D | -1.8% | +20.3% | -22.1% | -2.5% |
| 3M | -4.6% | +8.1% | -12.7% | -5.0% |
| 6M | -8.8% | -8.8% | -0.1% | -8.8% |
| YTD | +5.2% | +10.1% | -4.8% | +4.5% |
| 1Y | +8.3% | +44.2% | -35.9% | +6.4% |
| 3Y | +54.9% | +533.0% | -478.1% | +44.0% |
| 5Y | +73.5% | +443.0% | -369.5% | +61.2% |
| 10Y | +139.1% | +678.6% | -539.4% | +117.4% |
| All | +1,812.7% | +357.0% | +1,455.7% | +1,659.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling