+454.5%
KGC vs CG
+9.5%
+445.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.8% |
| 7D | +2.4% | -1.3% | +3.7% | +2.8% |
| 30D | +9.2% | -3.2% | +12.4% | +9.9% |
| 3M | +16.7% | +6.2% | +10.5% | +14.9% |
| 6M | -7.0% | -4.7% | -2.3% | -6.4% |
| YTD | +7.5% | -20.6% | +28.1% | +12.0% |
| 1Y | +34.4% | -26.4% | +60.7% | +42.0% |
| 3Y | +552.0% | +55.4% | +496.6% | +455.2% |
| 5Y | +454.5% | +9.8% | +444.7% | +396.0% |
| All | +454.5% | +9.5% | +445.0% | +396.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling