+640.0%
KGC vs CDW
+903.1%
-263.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -1.3% | +3.2% | -4.5% | -1.4% |
| 30D | +20.3% | +9.3% | +11.0% | +19.9% |
| 3M | +8.1% | +9.8% | -1.7% | +7.6% |
| 6M | -8.8% | +23.3% | -32.1% | -10.0% |
| YTD | +10.1% | +13.7% | -3.6% | +9.1% |
| 1Y | +44.2% | -6.5% | +50.7% | +44.7% |
| 3Y | +533.0% | -25.2% | +558.3% | +540.9% |
| 5Y | +443.0% | -19.5% | +462.5% | +441.2% |
| 10Y | +678.6% | +285.8% | +392.7% | +752.5% |
| All | +640.0% | +903.1% | -263.1% | +784.7% |
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