+222.0%
KGC vs CF
+114.1%
+107.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -6.7% | +4.8% | -11.4% | -7.1% |
| 30D | -6.7% | +4.7% | -11.4% | -7.1% |
| 3M | -22.6% | +7.4% | -30.0% | -23.2% |
| 6M | -33.4% | +0.6% | -34.0% | -33.7% |
| YTD | -26.0% | +64.1% | -90.1% | -33.1% |
| 1Y | -18.3% | +51.4% | -69.7% | -25.1% |
| 3Y | +315.8% | +67.8% | +248.0% | +265.7% |
| All | +222.0% | +114.1% | +107.9% | +175.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling