+222.0%
KGC vs CFG
+61.7%
+160.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -6.7% | +3.2% | -9.8% | -7.1% |
| 30D | -6.7% | +5.1% | -11.8% | -7.3% |
| 3M | -22.6% | -11.2% | -11.3% | -21.3% |
| 6M | -33.4% | +9.6% | -43.0% | -34.4% |
| YTD | -26.0% | +15.0% | -41.0% | -27.6% |
| 1Y | -18.3% | +29.9% | -48.2% | -21.3% |
| 3Y | +315.8% | +192.1% | +123.7% | +244.3% |
| All | +222.0% | +61.7% | +160.3% | +186.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling