+318.6%
KGC vs CG
+47.3%
+271.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | +10.5% | -1.2% | +11.7% | +10.7% |
| 30D | -4.1% | +5.0% | -9.1% | -5.2% |
| 3M | -13.1% | -18.2% | +5.1% | -9.5% |
| 6M | -27.5% | -20.7% | -6.8% | -24.3% |
| YTD | -20.7% | -31.4% | +10.7% | -15.5% |
| 1Y | -6.1% | -22.3% | +16.2% | -2.2% |
| 3Y | +318.6% | +50.2% | +268.4% | +244.4% |
| All | +318.6% | +47.3% | +271.3% | +244.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling