-4.3%
KGC vs CFG
+34.2%
-38.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +6.5% |
| 7D | -6.8% | +1.8% | -8.6% | -7.4% |
| 30D | -9.2% | +3.3% | -12.4% | -10.2% |
| 3M | -9.1% | -9.8% | +0.7% | -6.2% |
| 6M | -25.7% | +5.2% | -30.8% | -28.7% |
| YTD | -23.6% | +16.1% | -39.7% | -30.6% |
| 1Y | -4.3% | +33.7% | -38.0% | -21.6% |
| All | -4.3% | +34.2% | -38.5% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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