-60.3%
CSGP vs KGC
+317.1%
-377.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.0% | -7.7% | -4.7% |
| 7D | +1.3% | +10.5% | -9.2% | +1.1% |
| 30D | +10.7% | -4.1% | +14.7% | +10.7% |
| 3M | +3.3% | -13.1% | +16.4% | +3.4% |
| 6M | -10.3% | -27.5% | +17.2% | -9.8% |
| YTD | -54.6% | -20.7% | -33.9% | -54.7% |
| 1Y | -54.6% | -6.1% | -48.6% | -55.4% |
| 3Y | -60.3% | +318.6% | -378.9% | -68.9% |
| All | -60.3% | +317.1% | -377.4% | -68.9% |
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 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