+309.3%
KGC vs CG
+351.2%
-41.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -2.1% |
| 7D | -1.3% | -4.3% | +3.0% | -0.7% |
| 30D | +20.3% | -5.1% | +25.4% | +21.0% |
| 3M | +8.1% | +8.7% | -0.6% | +6.8% |
| 6M | -8.8% | -9.2% | +0.5% | -7.8% |
| YTD | +10.1% | -18.9% | +28.9% | +12.4% |
| 1Y | +44.2% | -25.6% | +69.9% | +48.7% |
| 3Y | +533.0% | +57.3% | +475.8% | +488.4% |
| 5Y | +443.0% | +10.2% | +432.8% | +411.8% |
| 10Y | +678.6% | +364.2% | +314.3% | +558.6% |
| All | +309.3% | +351.2% | -41.9% | +264.0% |
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 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