+555.2%
KGC vs CF
+73.9%
+481.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -2.3% |
| 7D | -1.3% | +6.0% | -7.3% | -1.3% |
| 30D | +20.3% | +14.8% | +5.4% | +20.3% |
| 3M | +8.1% | +14.1% | -6.0% | +8.1% |
| 6M | -8.8% | +28.5% | -37.3% | -11.2% |
| YTD | +10.1% | +74.9% | -64.9% | +2.3% |
| 1Y | +44.2% | +61.7% | -17.5% | +35.2% |
| All | +555.2% | +73.9% | +481.2% | +482.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling