+286.2%
KGC vs CAPR
+142.6%
+143.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.6% | +3.0% |
| 7D | +10.5% | +41.1% | -30.6% | +10.3% |
| 30D | -4.1% | +11.1% | -15.2% | -4.1% |
| 3M | -13.1% | +115.3% | -128.4% | -13.3% |
| 6M | -27.5% | -73.8% | +46.3% | -27.5% |
| YTD | -20.7% | -68.8% | +48.1% | -20.7% |
| 1Y | -6.1% | +43.3% | -49.4% | -6.2% |
| 3Y | +318.6% | +214.7% | +103.9% | +262.6% |
| All | +286.2% | +142.6% | +143.6% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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