-5.7%
CPRT vs KGC
+450.1%
-455.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | +2.2% | -1.3% | +3.5% | +2.3% |
| 30D | +16.6% | +20.3% | -3.6% | +14.7% |
| 3M | +9.6% | +8.1% | +1.5% | +8.6% |
| 6M | -11.1% | -8.8% | -2.4% | -10.9% |
| YTD | -13.9% | +10.1% | -23.9% | -15.4% |
| 1Y | -32.5% | +44.2% | -76.7% | -35.8% |
| 3Y | -25.0% | +533.0% | -558.1% | -41.2% |
| All | -5.7% | +450.1% | -455.8% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling