+454.5%
KGC vs CAG
-40.6%
+495.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | +2.4% | -5.3% | +7.7% | +2.9% |
| 30D | +9.2% | +1.0% | +8.2% | +9.1% |
| 3M | +16.7% | +17.4% | -0.6% | +15.3% |
| 6M | -7.0% | -16.8% | +9.8% | -5.2% |
| YTD | +7.5% | -6.8% | +14.3% | +8.5% |
| 1Y | +34.4% | -15.4% | +49.7% | +36.8% |
| 3Y | +552.0% | -37.1% | +589.0% | +575.4% |
| 5Y | +454.5% | -41.3% | +495.8% | +490.6% |
| All | +454.5% | -40.6% | +495.1% | +490.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling