+62.7%
CVS vs KGC
+567.0%
-504.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +12.0% | +0.2% | +11.7% | +11.9% |
| 30D | +2.8% | -8.8% | +11.6% | +2.9% |
| 3M | -3.6% | -21.1% | +17.5% | -3.3% |
| 6M | -1.6% | -32.3% | +30.7% | -1.0% |
| YTD | +16.3% | -23.5% | +39.7% | +16.6% |
| 1Y | +15.5% | -15.0% | +30.5% | +15.6% |
| 3Y | +48.1% | +327.5% | -279.4% | +43.4% |
| 5Y | +12.3% | +244.3% | -232.0% | +8.2% |
| 10Y | +62.7% | +634.8% | -572.1% | +59.6% |
| All | +62.7% | +567.0% | -504.3% | +59.6% |
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