+658.7%
KGC vs CFG
+313.6%
+345.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.3% |
| 7D | +2.4% | +2.7% | -0.2% | +2.4% |
| 30D | +9.2% | -3.7% | +12.9% | +9.3% |
| 3M | +16.7% | +9.5% | +7.3% | +16.6% |
| 6M | -7.0% | +22.2% | -29.3% | -7.3% |
| YTD | +7.5% | +22.3% | -14.8% | +7.2% |
| 1Y | +34.4% | +39.4% | -5.1% | +33.9% |
| 3Y | +552.0% | +188.5% | +363.5% | +548.3% |
| 5Y | +454.5% | +101.5% | +353.0% | +449.4% |
| 10Y | +658.7% | +308.6% | +350.0% | +759.7% |
| All | +658.7% | +313.6% | +345.1% | +759.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling