+217.8%
KGC vs CAG
+583.1%
-365.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | +0.2% | -1.8% | +2.0% | +0.4% |
| 30D | -8.8% | +9.7% | -18.5% | -9.6% |
| 3M | -21.1% | +0.5% | -21.6% | -21.2% |
| 6M | -32.3% | +8.9% | -41.2% | -32.9% |
| YTD | -23.5% | -8.4% | -15.1% | -23.2% |
| 1Y | -15.0% | -8.3% | -6.7% | -14.7% |
| 3Y | +327.5% | -36.1% | +363.6% | +339.3% |
| 5Y | +244.3% | -40.1% | +284.4% | +255.5% |
| 10Y | +634.8% | -36.9% | +671.6% | +650.8% |
| All | +217.8% | +583.1% | -365.3% | +148.9% |
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