+636.8%
KGC vs CAG
-34.0%
+670.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.7% |
| 7D | +8.0% | +6.6% | +1.4% | +7.1% |
| 30D | -9.3% | +13.9% | -23.2% | -11.1% |
| 3M | -21.3% | +4.0% | -25.4% | -21.9% |
| 6M | -31.5% | +10.0% | -41.5% | -32.6% |
| YTD | -23.2% | -6.1% | -17.1% | -22.9% |
| 1Y | -15.0% | -4.3% | -10.7% | -14.9% |
| 3Y | +328.7% | -34.6% | +363.3% | +350.0% |
| 5Y | +262.9% | -39.4% | +302.3% | +285.5% |
| All | +636.8% | -34.0% | +670.8% | +661.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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