+433.1%
KGC vs CDW
+933.5%
-500.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.1% |
| 7D | +10.5% | +2.1% | +8.4% | +10.3% |
| 30D | -4.1% | +14.7% | -18.8% | -4.6% |
| 3M | -13.1% | +11.1% | -24.2% | -13.5% |
| 6M | -27.5% | +45.6% | -73.1% | -28.8% |
| YTD | -20.7% | +17.1% | -37.8% | -21.6% |
| 1Y | -6.1% | +13.2% | -19.2% | -6.8% |
| 3Y | +318.6% | -22.2% | +340.8% | +322.8% |
| 5Y | +289.9% | -10.1% | +300.1% | +288.2% |
| 10Y | +501.8% | +307.0% | +194.9% | +558.4% |
| All | +433.1% | +933.5% | -500.4% | +536.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling