+658.7%
KGC vs CDW
+263.0%
+395.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | -2.1% |
| 7D | +2.4% | -3.9% | +6.3% | +2.6% |
| 30D | +9.2% | +6.9% | +2.3% | +8.9% |
| 3M | +16.7% | +7.7% | +9.1% | +15.9% |
| 6M | -7.0% | +18.3% | -25.3% | -8.7% |
| YTD | +7.5% | +7.8% | -0.3% | +6.3% |
| 1Y | +34.4% | -12.2% | +46.5% | +35.3% |
| 3Y | +552.0% | -28.9% | +580.9% | +565.0% |
| 5Y | +454.5% | -22.8% | +477.3% | +453.4% |
| 10Y | +658.7% | +266.1% | +392.6% | +711.2% |
| All | +658.7% | +263.0% | +395.7% | +711.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CDW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling