-69.3%
CPNG vs KGC
+376.8%
-446.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.9% |
| 7D | -1.1% | -5.6% | +4.5% | -0.1% |
| 30D | -7.4% | +6.1% | -13.5% | -8.5% |
| 3M | -12.3% | +17.3% | -29.7% | -15.3% |
| 6M | -19.4% | -10.3% | -9.2% | -18.8% |
| YTD | -35.9% | +3.9% | -39.8% | -37.5% |
| 1Y | -53.4% | +25.7% | -79.1% | -56.5% |
| 3Y | -20.0% | +526.0% | -546.0% | -47.9% |
| 5Y | -49.6% | +455.5% | -505.0% | -67.7% |
| All | -69.3% | +376.8% | -446.1% | -80.1% |
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