-9.8%
KGC vs CFG
+29.0%
-38.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +1.6% |
| 7D | +11.1% | +0.3% | +10.9% | +11.0% |
| 30D | -3.7% | +3.2% | -7.0% | -4.8% |
| 3M | -17.2% | -9.7% | -7.5% | -14.9% |
| 6M | -27.3% | +3.6% | -30.9% | -29.8% |
| YTD | -18.5% | +14.7% | -33.2% | -24.7% |
| All | -9.8% | +29.0% | -38.8% | -21.1% |
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 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