+342.9%
KGC vs CART
+38.4%
+304.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | +10.5% | +3.0% | +7.5% | +10.1% |
| 30D | -4.1% | +28.6% | -32.6% | -6.8% |
| 3M | -13.1% | +29.1% | -42.1% | -15.7% |
| 6M | -27.5% | +44.7% | -72.3% | -30.6% |
| YTD | -20.7% | +29.2% | -49.9% | -23.6% |
| 1Y | -6.1% | +66.2% | -72.2% | -12.0% |
| 3Y | +318.6% | +112.8% | +205.8% | +286.3% |
| All | +342.9% | +38.4% | +304.5% | +313.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling