-22.4%
CPNG vs KGC
+520.4%
-542.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.1% |
| 7D | -5.4% | -8.4% | +3.0% | -4.1% |
| 30D | -11.1% | +6.3% | -17.4% | -12.1% |
| 3M | -3.0% | +22.4% | -25.4% | -6.4% |
| 6M | -23.5% | -11.4% | -12.1% | -22.9% |
| YTD | -37.8% | +3.1% | -41.0% | -39.0% |
| 1Y | -54.3% | +26.6% | -80.9% | -56.9% |
| All | -22.4% | +520.4% | -542.8% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling