+31.5%
CVS vs KGC
+450.8%
-419.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -1.6% | +2.4% | -4.0% | -1.6% |
| 30D | +0.4% | +9.2% | -8.8% | +0.1% |
| 3M | -0.4% | +16.7% | -17.2% | -1.0% |
| 6M | +25.1% | -7.0% | +32.2% | +25.3% |
| YTD | +23.9% | +7.5% | +16.4% | +23.3% |
| 1Y | +41.1% | +34.4% | +6.7% | +39.1% |
| 3Y | +63.6% | +552.0% | -488.3% | +48.7% |
| 5Y | +31.5% | +454.5% | -423.0% | +19.0% |
| All | +31.5% | +450.8% | -419.3% | +19.0% |
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