+205.4%
CTVA vs KGC
+662.9%
-457.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -8.7% | -8.8% | +0.1% | -8.2% |
| 3M | +6.4% | -21.1% | +27.5% | +8.0% |
| 6M | -1.9% | -32.3% | +30.4% | +0.6% |
| YTD | +21.5% | -23.5% | +45.0% | +22.8% |
| 1Y | +24.3% | -15.0% | +39.2% | +24.5% |
| 3Y | +91.8% | +327.5% | -235.7% | +65.7% |
| 5Y | +78.4% | +244.3% | -165.9% | +52.8% |
| All | +205.4% | +662.9% | -457.5% | +228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling