+44.2%
KGC vs CART
+14.4%
+29.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -1.3% | +1.0% | -2.3% | -1.4% |
| 30D | +20.3% | +12.6% | +7.7% | +18.8% |
| 3M | +8.1% | +23.1% | -15.0% | +6.1% |
| 6M | -8.8% | +39.5% | -48.3% | -12.2% |
| YTD | +10.1% | +13.5% | -3.5% | +7.0% |
| 1Y | +44.2% | +14.9% | +29.4% | +35.4% |
| All | +44.2% | +14.4% | +29.8% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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