+222.0%
KGC vs CDW
-4.0%
+226.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -6.7% | +9.3% | -16.0% | -7.6% |
| 30D | -6.7% | +14.4% | -21.0% | -8.2% |
| 3M | -22.6% | +21.4% | -44.0% | -24.3% |
| 6M | -33.4% | +72.8% | -106.2% | -38.1% |
| YTD | -26.0% | +28.0% | -54.0% | -29.0% |
| 1Y | -18.3% | +19.3% | -37.6% | -20.3% |
| 3Y | +315.8% | -15.3% | +331.1% | +328.2% |
| All | +222.0% | -4.0% | +226.0% | +196.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling