+1,907.2%
CVS vs KGC
+357.0%
+1,550.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.5% |
| 7D | +4.0% | -1.3% | +5.2% | +4.0% |
| 30D | -2.4% | +20.3% | -22.7% | -2.5% |
| 3M | +2.7% | +8.1% | -5.4% | +2.6% |
| 6M | +21.9% | -8.8% | +30.6% | +21.9% |
| YTD | +24.7% | +10.1% | +14.7% | +24.6% |
| 1Y | +35.4% | +44.2% | -8.8% | +35.1% |
| 3Y | +65.2% | +533.0% | -467.8% | +63.5% |
| 5Y | +30.5% | +443.0% | -412.5% | +29.1% |
| 10Y | +40.4% | +678.6% | -638.2% | +38.6% |
| All | +1,907.2% | +357.0% | +1,550.2% | +1,951.7% |
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