+286.2%
KGC vs CDW
-10.5%
+296.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.1% |
| 7D | +10.5% | +2.1% | +8.4% | +10.1% |
| 30D | -4.1% | +14.7% | -18.8% | -5.5% |
| 3M | -13.1% | +11.1% | -24.2% | -14.1% |
| 6M | -27.5% | +45.6% | -73.1% | -31.2% |
| YTD | -20.7% | +17.1% | -37.8% | -23.1% |
| 1Y | -6.1% | +13.2% | -19.2% | -8.2% |
| 3Y | +318.6% | -22.2% | +340.8% | +334.9% |
| All | +286.2% | -10.5% | +296.7% | +265.0% |
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