-58.4%
CSGP vs KGC
+304.9%
-363.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.6% |
| 7D | +13.9% | 0.0% | +13.9% | +13.8% |
| 30D | +16.0% | -9.3% | +25.3% | +16.1% |
| 3M | +6.1% | -15.9% | +22.0% | +6.3% |
| 6M | -8.2% | -24.9% | +16.7% | -7.8% |
| YTD | -52.3% | -23.0% | -29.3% | -52.5% |
| 1Y | -54.5% | -9.9% | -44.6% | -55.2% |
| All | -58.4% | +304.9% | -363.3% | -67.4% |
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