+280.8%
KGC vs CF
+5,277.9%
-4,997.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | -0.8% |
| 7D | 0.0% | +0.4% | -0.5% | -0.4% |
| 30D | -9.3% | +2.2% | -11.5% | -10.2% |
| 3M | -15.9% | +2.1% | -18.0% | -16.9% |
| 6M | -24.9% | -6.5% | -18.3% | -24.8% |
| YTD | -23.0% | +55.6% | -78.6% | -34.8% |
| 1Y | -9.9% | +42.3% | -52.2% | -21.8% |
| 3Y | +301.2% | +55.7% | +245.5% | +230.0% |
| 5Y | +278.5% | +122.4% | +156.1% | +167.1% |
| 10Y | +484.3% | +568.5% | -84.3% | +137.9% |
| All | +280.8% | +5,277.9% | -4,997.1% | -42.4% |
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