-23.9%
CPRT vs KGC
-5.3%
-18.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.5% | -2.5% | +4.4% |
| 7D | +12.6% | -6.8% | +19.4% | +13.0% |
| 30D | +18.0% | -9.2% | +27.1% | +18.5% |
| 3M | +11.0% | -9.1% | +20.1% | +12.3% |
| 6M | -2.0% | -25.7% | +23.6% | -0.2% |
| YTD | -16.7% | -23.6% | +7.0% | -14.4% |
| 1Y | -23.9% | -4.3% | -19.6% | -20.4% |
| All | -23.9% | -5.3% | -18.6% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling