+336.5%
KGC vs CAG
-34.3%
+370.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | +11.1% | +4.6% | +6.6% | +11.1% |
| 30D | -3.7% | +14.7% | -18.4% | -3.7% |
| 3M | -17.2% | +2.4% | -19.6% | -17.2% |
| 6M | -27.3% | +10.7% | -38.0% | -26.7% |
| YTD | -18.5% | -5.5% | -13.0% | -17.9% |
| 1Y | -5.7% | -4.6% | -1.1% | -4.9% |
| 3Y | +336.5% | -34.4% | +370.9% | +316.8% |
| All | +336.5% | -34.3% | +370.8% | +316.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling