+314.8%
KGC vs CFG
+189.7%
+125.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.4% |
| 7D | -4.1% | +1.6% | -5.7% | -4.3% |
| 30D | -11.6% | +3.3% | -14.9% | -12.0% |
| 3M | -24.5% | -11.5% | -13.0% | -23.5% |
| 6M | -34.6% | +6.2% | -40.8% | -35.2% |
| YTD | -26.2% | +14.3% | -40.4% | -27.4% |
| 1Y | -20.1% | +26.7% | -46.9% | -22.0% |
| All | +314.8% | +189.7% | +125.1% | +255.2% |
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