+43.1%
COF vs KGC
+453.5%
-410.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -5.1% | -5.6% | +0.5% | -4.5% |
| 30D | -6.0% | +6.1% | -12.2% | -6.7% |
| 3M | +14.8% | +17.3% | -2.5% | +12.5% |
| 6M | +15.3% | -10.3% | +25.6% | +15.8% |
| YTD | -13.0% | +3.9% | -16.9% | -14.6% |
| 1Y | -5.7% | +25.7% | -31.4% | -9.9% |
| 3Y | +118.1% | +526.0% | -407.8% | +59.0% |
| All | +43.1% | +453.5% | -410.4% | +4.2% |
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