+617.0%
KGC vs CFG
+347.0%
+270.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.0% |
| 7D | +10.5% | -0.9% | +11.4% | +10.5% |
| 30D | -4.1% | +1.1% | -5.1% | -4.0% |
| 3M | -13.1% | -12.0% | -1.1% | -13.2% |
| 6M | -27.5% | -2.2% | -25.3% | -27.6% |
| YTD | -20.7% | +11.4% | -32.1% | -20.5% |
| 1Y | -6.1% | +27.8% | -33.9% | -5.5% |
| 3Y | +318.6% | +173.3% | +145.3% | +332.2% |
| 5Y | +289.9% | +62.4% | +227.5% | +291.3% |
| 10Y | +501.8% | +249.6% | +252.3% | +617.7% |
| All | +617.0% | +347.0% | +270.0% | +835.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling