+21,102.0%
CPRT vs KGC
+99.8%
+21,002.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | -0.2% |
| 7D | +4.0% | +8.0% | -4.0% | +3.7% |
| 30D | +18.2% | -9.3% | +27.5% | +18.6% |
| 3M | +9.2% | -21.3% | +30.5% | +10.0% |
| 6M | -4.8% | -31.5% | +26.7% | -3.7% |
| YTD | -17.5% | -23.2% | +5.7% | -17.0% |
| 1Y | -22.0% | -15.0% | -7.0% | -21.9% |
| 3Y | -33.7% | +328.7% | -362.4% | -37.7% |
| 5Y | -15.0% | +262.9% | -277.9% | -20.1% |
| 10Y | +385.2% | +568.9% | -183.7% | +342.5% |
| All | +21,102.0% | +99.8% | +21,002.2% | +18,327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling