-14.7%
KGC vs CFG
+27.4%
-42.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.3% | -5.6% |
| 7D | +8.0% | +0.7% | +7.3% | +7.7% |
| 30D | -9.3% | +2.8% | -12.1% | -10.1% |
| 3M | -21.3% | -10.1% | -11.2% | -19.0% |
| 6M | -31.5% | +3.2% | -34.7% | -33.8% |
| YTD | -23.2% | +14.2% | -37.4% | -28.9% |
| All | -14.7% | +27.4% | -42.1% | -24.9% |
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