+173.1%
KGC vs CAPR
-99.1%
+272.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.3% |
| 7D | -1.3% | -2.0% | +0.7% | -1.3% |
| 30D | +20.3% | +139.2% | -118.9% | +19.1% |
| 3M | +8.1% | -66.4% | +74.5% | +8.5% |
| 6M | -8.8% | -63.1% | +54.4% | -8.6% |
| YTD | +10.1% | -67.4% | +77.5% | +10.4% |
| 1Y | +44.2% | +58.2% | -14.0% | +39.7% |
| 3Y | +533.0% | +42.2% | +490.8% | +502.4% |
| 5Y | +443.0% | +87.3% | +355.7% | +411.2% |
| 10Y | +678.6% | -75.3% | +753.8% | +611.3% |
| All | +173.1% | -99.1% | +272.1% | +144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling