+185.5%
KGC vs CG
+300.6%
-115.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.3% | -5.6% |
| 7D | +8.0% | +2.0% | +6.1% | +7.7% |
| 30D | -9.3% | +8.5% | -17.8% | -10.4% |
| 3M | -21.3% | -12.1% | -9.2% | -20.0% |
| 6M | -31.5% | -16.4% | -15.0% | -30.0% |
| YTD | -23.2% | -28.0% | +4.7% | -20.4% |
| 1Y | -15.0% | -18.9% | +3.9% | -13.1% |
| 3Y | +328.7% | +51.2% | +277.5% | +301.3% |
| 5Y | +262.9% | -15.9% | +278.7% | +250.5% |
| 10Y | +568.9% | +305.9% | +263.0% | +475.7% |
| All | +185.5% | +300.6% | -115.1% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling