+570.3%
KGC vs CG
+60.2%
+510.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -1.9% |
| 7D | -1.3% | -4.3% | +3.0% | -0.3% |
| 30D | +20.3% | -5.1% | +25.4% | +21.5% |
| 3M | +8.1% | +8.7% | -0.6% | +5.9% |
| 6M | -8.8% | -9.2% | +0.5% | -7.5% |
| YTD | +10.1% | -18.9% | +28.9% | +13.4% |
| 1Y | +44.2% | -25.6% | +69.9% | +50.5% |
| All | +570.3% | +60.2% | +510.1% | +466.2% |
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