+35.7%
KGC vs CAG
-16.0%
+51.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.3% |
| 7D | -0.1% | -6.6% | +6.5% | 0.0% |
| 30D | +10.5% | +2.3% | +8.2% | +10.6% |
| 3M | +19.8% | +16.3% | +3.5% | +21.1% |
| 6M | -6.7% | -16.0% | +9.4% | -6.3% |
| YTD | +7.8% | -7.7% | +15.5% | +11.1% |
| 1Y | +35.7% | -16.0% | +51.7% | +35.6% |
| All | +35.7% | -16.0% | +51.7% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling