+444.5%
KGC vs CF
+5,948.3%
-5,503.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -1.4% |
| 7D | -1.3% | +6.0% | -7.3% | -2.9% |
| 30D | +20.3% | +14.8% | +5.4% | +15.6% |
| 3M | +8.1% | +14.1% | -6.0% | +3.6% |
| 6M | -8.8% | +28.5% | -37.3% | -17.6% |
| YTD | +10.1% | +74.9% | -64.9% | -9.2% |
| 1Y | +44.2% | +61.7% | -17.5% | +21.2% |
| 3Y | +533.0% | +80.3% | +452.7% | +401.1% |
| 5Y | +443.0% | +226.0% | +217.0% | +241.9% |
| 10Y | +678.6% | +569.9% | +108.7% | +220.6% |
| All | +444.5% | +5,948.3% | -5,503.8% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling