-69.0%
CPNG vs KGC
+405.3%
-474.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.0% |
| 7D | -7.4% | -1.3% | -6.2% | -7.3% |
| 30D | -4.4% | +20.3% | -24.7% | -7.8% |
| 3M | -7.5% | +8.1% | -15.6% | -9.3% |
| 6M | -19.9% | -8.8% | -11.2% | -19.5% |
| YTD | -35.2% | +10.1% | -45.2% | -37.4% |
| 1Y | -46.8% | +44.2% | -91.0% | -51.6% |
| 3Y | -20.2% | +533.0% | -553.2% | -48.0% |
| 5Y | -48.4% | +443.0% | -491.4% | -67.6% |
| All | -69.0% | +405.3% | -474.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling