+710.2%
KGC vs CAG
-35.6%
+745.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | -0.1% | -6.6% | +6.5% | +0.9% |
| 30D | +10.5% | +2.3% | +8.2% | +10.1% |
| 3M | +19.8% | +16.3% | +3.5% | +16.9% |
| 6M | -6.7% | -16.0% | +9.4% | -4.3% |
| YTD | +7.8% | -7.7% | +15.5% | +8.7% |
| 1Y | +35.7% | -16.0% | +51.7% | +38.7% |
| 3Y | +553.7% | -37.7% | +591.4% | +593.7% |
| 5Y | +461.7% | -41.2% | +502.9% | +500.7% |
| 10Y | +710.2% | -33.8% | +744.0% | +759.4% |
| All | +710.2% | -35.6% | +745.8% | +759.4% |
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