+318.6%
KGC vs CFG
+168.6%
+150.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.1% |
| 7D | +10.5% | -0.9% | +11.4% | +10.6% |
| 30D | -4.1% | +1.1% | -5.1% | -4.1% |
| 3M | -13.1% | -12.0% | -1.1% | -11.9% |
| 6M | -27.5% | -2.2% | -25.3% | -27.6% |
| YTD | -20.7% | +11.4% | -32.1% | -21.7% |
| 1Y | -6.1% | +27.8% | -33.9% | -8.1% |
| 3Y | +318.6% | +173.3% | +145.3% | +263.2% |
| All | +318.6% | +168.6% | +150.0% | +263.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling