-15.0%
KGC vs CART
+54.8%
-69.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | -8.8% | +23.1% | -31.9% | -11.3% |
| 3M | -21.1% | +19.2% | -40.3% | -22.9% |
| 6M | -32.3% | +45.7% | -78.0% | -35.1% |
| YTD | -23.5% | +30.9% | -54.3% | -26.9% |
| 1Y | -15.0% | +50.2% | -65.1% | -21.3% |
| All | -15.0% | +54.8% | -69.7% | -21.3% |
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