-23.5%
CPRT vs KGC
-20.2%
-3.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -0.4% | -6.7% | +6.3% | +0.2% |
| 30D | +21.2% | -6.7% | +27.8% | +21.5% |
| 3M | +8.3% | -22.6% | +30.9% | +10.2% |
| 6M | -3.4% | -33.4% | +30.1% | -1.1% |
| YTD | -18.7% | -26.0% | +7.3% | -15.7% |
| 1Y | -23.5% | -18.3% | -5.2% | -19.3% |
| All | -23.5% | -20.2% | -3.3% | -19.3% |
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