+216.7%
CTVA vs KGC
+935.1%
-718.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -4.5% | -5.6% | +1.1% | -4.1% |
| 30D | +11.3% | +6.1% | +5.2% | +10.7% |
| 3M | +12.3% | +17.3% | -5.0% | +10.6% |
| 6M | +7.2% | -10.3% | +17.5% | +7.5% |
| YTD | +26.0% | +3.9% | +22.2% | +24.6% |
| 1Y | +16.0% | +25.7% | -9.7% | +12.6% |
| 3Y | +73.9% | +526.0% | -452.1% | +46.1% |
| 5Y | +103.8% | +455.5% | -351.7% | +69.9% |
| All | +216.7% | +935.1% | -718.4% | +233.5% |
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