+41.9%
CVS vs KGC
+678.3%
-636.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -0.3% | +10.5% | -10.8% | -0.5% |
| 3M | -1.1% | +19.8% | -20.9% | -1.5% |
| 6M | +23.7% | -6.7% | +30.4% | +23.8% |
| YTD | +23.0% | +7.8% | +15.2% | +22.6% |
| 1Y | +37.2% | +35.7% | +1.5% | +36.1% |
| 3Y | +62.4% | +553.7% | -491.3% | +55.7% |
| 5Y | +31.8% | +461.7% | -429.9% | +25.9% |
| 10Y | +41.9% | +710.2% | -668.3% | +37.3% |
| All | +41.9% | +678.3% | -636.4% | +37.3% |
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