+415.5%
CNQ vs KGC
+698.0%
-282.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.6% |
| 7D | +0.1% | -5.6% | +5.8% | +0.6% |
| 30D | +6.2% | +6.1% | +0.1% | +5.5% |
| 3M | +12.4% | +17.3% | -5.0% | +10.3% |
| 6M | +9.0% | -10.3% | +19.3% | +9.2% |
| YTD | +52.2% | +3.9% | +48.4% | +49.4% |
| 1Y | +65.0% | +25.7% | +39.3% | +57.8% |
| 3Y | +78.8% | +526.0% | -447.1% | +40.9% |
| 5Y | +286.0% | +455.5% | -169.5% | +201.2% |
| All | +415.5% | +698.0% | -282.5% | +311.5% |
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 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