+137.3%
CTVA vs KGC
+637.7%
-500.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -20.8% | -6.7% | -14.1% | -20.3% |
| 30D | -29.6% | -6.7% | -23.0% | -29.3% |
| 3M | -16.9% | -22.6% | +5.7% | -15.4% |
| 6M | -24.3% | -33.4% | +9.2% | -22.2% |
| YTD | -5.6% | -26.0% | +20.4% | -4.3% |
| 1Y | -4.2% | -18.3% | +14.1% | -3.6% |
| 3Y | +43.3% | +315.8% | -272.5% | +24.2% |
| 5Y | +35.7% | +225.7% | -190.0% | +16.7% |
| All | +137.3% | +637.7% | -500.4% | +156.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling