+415.3%
CPRT vs KGC
+645.2%
-229.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.2% |
| 7D | +0.4% | +2.4% | -2.0% | +0.2% |
| 30D | +9.9% | +9.2% | +0.7% | +9.2% |
| 3M | +5.6% | +16.7% | -11.1% | +4.3% |
| 6M | -13.6% | -7.0% | -6.6% | -13.6% |
| YTD | -16.7% | +7.5% | -24.2% | -17.7% |
| 1Y | -33.1% | +34.4% | -67.5% | -35.1% |
| 3Y | -27.1% | +552.0% | -579.0% | -37.7% |
| 5Y | -9.9% | +454.5% | -464.4% | -23.4% |
| 10Y | +415.3% | +658.7% | -243.4% | +351.2% |
| All | +415.3% | +645.2% | -229.9% | +351.2% |
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