+587.2%
KGC vs CAG
-37.3%
+624.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -6.7% | -3.3% | -3.3% | -6.2% |
| 30D | -6.7% | +7.7% | -14.3% | -7.8% |
| 3M | -22.6% | -3.2% | -19.4% | -22.3% |
| 6M | -33.4% | +7.0% | -40.4% | -34.3% |
| YTD | -26.0% | -9.0% | -17.0% | -25.3% |
| 1Y | -18.3% | -9.6% | -8.7% | -17.5% |
| 3Y | +315.8% | -36.0% | +351.8% | +337.5% |
| 5Y | +225.7% | -40.9% | +266.6% | +247.1% |
| All | +587.2% | -37.3% | +624.5% | +639.6% |
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