+180.5%
COR vs KGC
+450.8%
-270.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.8% |
| 7D | -1.9% | +2.4% | -4.3% | -2.0% |
| 30D | +1.5% | +9.2% | -7.7% | +1.0% |
| 3M | +18.7% | +16.7% | +1.9% | +17.5% |
| 6M | -9.0% | -7.0% | -2.0% | -8.8% |
| YTD | -3.3% | +7.5% | -10.8% | -4.4% |
| 1Y | +9.8% | +34.4% | -24.5% | +6.4% |
| 3Y | +87.4% | +552.0% | -464.6% | +56.5% |
| 5Y | +180.5% | +454.5% | -274.0% | +133.7% |
| All | +180.5% | +450.8% | -270.3% | +133.7% |
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