-27.1%
CPRT vs KGC
+556.1%
-583.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.2% |
| 7D | +0.4% | +2.4% | -2.0% | +0.3% |
| 30D | +9.9% | +9.2% | +0.7% | +9.3% |
| 3M | +5.6% | +16.7% | -11.1% | +4.6% |
| 6M | -13.6% | -7.0% | -6.6% | -13.6% |
| YTD | -16.7% | +7.5% | -24.2% | -17.5% |
| 1Y | -33.1% | +34.4% | -67.5% | -34.9% |
| 3Y | -27.1% | +552.0% | -579.0% | -37.3% |
| All | -27.1% | +556.1% | -583.1% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling