+26.6%
KGC vs CAI
-29.0%
+55.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -8.4% | -5.1% | -3.4% | -7.4% |
| 30D | +6.3% | +3.9% | +2.5% | +5.5% |
| 3M | +22.4% | +40.1% | -17.7% | +15.1% |
| 6M | -11.4% | +29.7% | -41.1% | -17.1% |
| YTD | +3.1% | -10.9% | +14.0% | +2.3% |
| 1Y | +26.6% | -28.0% | +54.6% | +28.7% |
| All | +26.6% | -29.0% | +55.6% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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