-18.3%
KGC vs CART
+49.3%
-67.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.2% |
| 7D | -6.7% | +1.3% | -7.9% | -6.8% |
| 30D | -6.7% | +19.2% | -25.8% | -8.8% |
| 3M | -22.6% | +17.6% | -40.1% | -24.2% |
| 6M | -33.4% | +47.4% | -80.8% | -36.3% |
| YTD | -26.0% | +30.9% | -56.9% | -29.0% |
| 1Y | -18.3% | +46.0% | -64.3% | -24.4% |
| All | -18.3% | +49.3% | -67.6% | -24.4% |
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