+105.1%
CTVA vs KGC
+454.1%
-349.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | +11.1% | +10.5% | +0.6% | +9.6% |
| 3M | +13.2% | +19.8% | -6.6% | +10.4% |
| 6M | +8.7% | -6.7% | +15.4% | +8.7% |
| YTD | +27.3% | +7.8% | +19.5% | +24.5% |
| 1Y | +18.0% | +35.7% | -17.7% | +11.3% |
| 3Y | +76.5% | +553.7% | -477.2% | +28.7% |
| 5Y | +105.1% | +461.7% | -356.6% | +50.1% |
| All | +105.1% | +454.1% | -349.0% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling