+587.2%
KGC vs CG
+278.5%
+308.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -6.7% | +0.2% | -6.8% | -6.7% |
| 30D | -6.7% | +11.2% | -17.8% | -8.2% |
| 3M | -22.6% | -22.1% | -0.5% | -19.7% |
| 6M | -33.4% | -17.9% | -15.5% | -31.6% |
| YTD | -26.0% | -31.3% | +5.3% | -22.4% |
| 1Y | -18.3% | -24.0% | +5.7% | -15.5% |
| 3Y | +315.8% | +45.0% | +270.8% | +289.6% |
| 5Y | +225.7% | -22.6% | +248.3% | +212.7% |
| All | +587.2% | +278.5% | +308.7% | +560.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling