+95.3%
KGC vs CAI
-8.1%
+103.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | +2.4% | +0.2% | +2.3% | +2.4% |
| 30D | +9.2% | +9.1% | +0.1% | +7.7% |
| 3M | +16.7% | +53.8% | -37.0% | +9.8% |
| 6M | -7.0% | +33.5% | -40.5% | -12.0% |
| YTD | +7.5% | -8.0% | +15.5% | +4.7% |
| 1Y | +34.4% | -28.7% | +63.1% | +30.7% |
| All | +95.3% | -8.1% | +103.4% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling