+184.3%
COR vs KGC
+285.6%
-101.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.0% |
| 7D | +0.8% | +10.5% | -9.7% | +0.3% |
| 30D | +5.1% | -4.1% | +9.2% | +5.3% |
| 3M | +2.8% | -13.1% | +15.9% | +3.3% |
| 6M | +32.5% | -27.5% | +60.1% | +34.4% |
| YTD | -0.7% | -20.7% | +20.1% | -0.4% |
| 1Y | -6.7% | -6.1% | -0.6% | -7.7% |
| 3Y | +73.7% | +318.6% | -244.9% | +48.9% |
| All | +184.3% | +285.6% | -101.3% | +141.3% |
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