-69.2%
CPNG vs KGC
+239.8%
-309.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -6.8% | -6.7% | -0.1% | -5.6% |
| 30D | +5.5% | -6.7% | +12.1% | +6.6% |
| 3M | -6.8% | -22.6% | +15.8% | -2.8% |
| 6M | -4.8% | -33.4% | +28.6% | +1.3% |
| YTD | -35.6% | -26.0% | -9.6% | -33.4% |
| 1Y | -46.8% | -18.3% | -28.5% | -46.1% |
| 3Y | -0.8% | +315.8% | -316.6% | -30.4% |
| 5Y | -42.9% | +225.7% | -268.6% | -62.0% |
| All | -69.2% | +239.8% | -309.0% | -78.8% |
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