+357.0%
KGC vs CAG
+604.9%
-247.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | -1.3% | -3.8% | +2.5% | -1.0% |
| 30D | +20.3% | +3.1% | +17.1% | +20.0% |
| 3M | +8.1% | +23.5% | -15.4% | +6.1% |
| 6M | -8.8% | -14.8% | +6.1% | -7.7% |
| YTD | +10.1% | -5.4% | +15.5% | +10.3% |
| 1Y | +44.2% | -11.8% | +56.0% | +45.2% |
| 3Y | +533.0% | -36.7% | +569.7% | +551.7% |
| 5Y | +443.0% | -40.3% | +483.3% | +461.1% |
| 10Y | +678.6% | -37.0% | +715.6% | +695.5% |
| All | +357.0% | +604.9% | -247.9% | +257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling