+634.8%
KGC vs CFG
+224.4%
+410.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.3% |
| 7D | +0.2% | -0.8% | +1.0% | +0.2% |
| 30D | -8.8% | +3.1% | -12.0% | -8.9% |
| 3M | -21.1% | -9.7% | -11.4% | -20.9% |
| 6M | -32.3% | +6.7% | -39.0% | -32.4% |
| YTD | -23.5% | +15.2% | -38.6% | -23.6% |
| 1Y | -15.0% | +28.8% | -43.8% | -15.3% |
| 3Y | +327.5% | +190.1% | +137.4% | +323.8% |
| 5Y | +244.3% | +63.4% | +180.9% | +237.0% |
| 10Y | +634.8% | +219.8% | +415.0% | +829.1% |
| All | +634.8% | +224.4% | +410.3% | +829.1% |
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