-6.1%
KGC vs CF
+46.5%
-52.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +3.1% |
| 7D | +10.5% | -3.2% | +13.7% | +10.1% |
| 30D | -4.1% | +4.3% | -8.4% | -3.4% |
| 3M | -13.1% | +2.8% | -15.9% | -12.1% |
| 6M | -27.5% | +0.6% | -28.2% | -26.8% |
| YTD | -20.7% | +56.6% | -77.3% | -28.5% |
| 1Y | -6.1% | +49.6% | -55.7% | -13.5% |
| All | -6.1% | +46.5% | -52.6% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling