-4.3%
KGC vs CG
-14.1%
+9.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.5% | +3.0% | +6.0% |
| 7D | -6.8% | +9.4% | -16.2% | -9.5% |
| 30D | -9.2% | +8.7% | -17.9% | -11.7% |
| 3M | -9.1% | -15.0% | +5.9% | -4.8% |
| 6M | -25.7% | -13.2% | -12.4% | -23.4% |
| YTD | -23.6% | -26.2% | +2.5% | -22.0% |
| 1Y | -4.3% | -14.1% | +9.8% | -13.0% |
| All | -4.3% | -14.1% | +9.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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