-62.8%
CSGP vs KGC
+543.3%
-606.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.2% | -2.4% |
| 7D | -4.1% | -1.3% | -2.8% | -4.0% |
| 30D | +2.3% | +20.3% | -18.0% | +1.8% |
| 3M | -8.2% | +8.1% | -16.3% | -8.3% |
| 6M | -35.1% | -8.8% | -26.3% | -34.7% |
| YTD | -54.0% | +10.1% | -64.1% | -54.5% |
| 1Y | -65.3% | +44.2% | -109.5% | -66.6% |
| All | -62.8% | +543.3% | -606.1% | -73.0% |
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