+634.8%
KGC vs CF
+485.9%
+148.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | +0.2% | +10.4% | -10.1% | -0.5% |
| 30D | -8.8% | +7.6% | -16.4% | -9.4% |
| 3M | -21.1% | +5.2% | -26.2% | -21.4% |
| 6M | -32.3% | -0.1% | -32.2% | -32.5% |
| YTD | -23.5% | +61.7% | -85.1% | -27.9% |
| 1Y | -15.0% | +50.3% | -65.3% | -19.3% |
| 3Y | +327.5% | +66.0% | +261.5% | +297.9% |
| 5Y | +244.3% | +114.5% | +129.8% | +216.2% |
| 10Y | +634.8% | +471.5% | +163.2% | +635.9% |
| All | +634.8% | +485.9% | +148.9% | +635.9% |
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