+222.0%
KGC vs CAPR
+172.3%
+49.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.2% | +0.3% |
| 7D | -6.7% | +5.9% | -12.5% | -6.7% |
| 30D | -6.7% | +44.6% | -51.3% | -6.8% |
| 3M | -22.6% | +126.4% | -148.9% | -22.8% |
| 6M | -33.4% | -68.6% | +35.2% | -33.4% |
| YTD | -26.0% | -67.0% | +41.0% | -26.0% |
| 1Y | -18.3% | +65.2% | -83.5% | -18.5% |
| 3Y | +315.8% | +235.6% | +80.2% | +258.7% |
| All | +222.0% | +172.3% | +49.7% | +157.2% |
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