+636.8%
KGC vs CF
+481.7%
+155.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.4% | -6.0% |
| 7D | +8.0% | +4.8% | +3.3% | +7.6% |
| 30D | -9.3% | +9.7% | -19.0% | -10.0% |
| 3M | -21.3% | +1.2% | -22.6% | -21.5% |
| 6M | -31.5% | +7.4% | -38.9% | -32.1% |
| YTD | -23.2% | +60.5% | -83.8% | -27.6% |
| 1Y | -15.0% | +50.7% | -65.8% | -19.4% |
| 3Y | +328.7% | +64.8% | +263.9% | +299.3% |
| 5Y | +262.9% | +115.8% | +147.1% | +233.3% |
| All | +636.8% | +481.7% | +155.1% | +638.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling