+649.7%
KGC vs CF
+569.3%
+80.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -2.1% |
| 7D | -1.3% | +6.0% | -7.3% | -1.7% |
| 30D | +20.3% | +14.8% | +5.4% | +19.1% |
| 3M | +8.1% | +14.1% | -6.0% | +6.9% |
| 6M | -8.8% | +28.5% | -37.3% | -11.5% |
| YTD | +10.1% | +74.9% | -64.9% | +3.5% |
| 1Y | +44.2% | +61.7% | -17.5% | +36.5% |
| 3Y | +533.0% | +80.3% | +452.7% | +487.4% |
| 5Y | +443.0% | +226.0% | +217.0% | +389.2% |
| All | +649.7% | +569.3% | +80.3% | +609.0% |
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