+328.3%
KGC vs CGNX
+12,360.6%
-12,032.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | -8.4% | +1.5% | -9.9% | -8.5% |
| 30D | +6.3% | -1.8% | +8.1% | +6.4% |
| 3M | +22.4% | +5.3% | +17.2% | +21.8% |
| 6M | -11.4% | +22.3% | -33.7% | -12.8% |
| YTD | +3.1% | +72.2% | -69.0% | -1.5% |
| 1Y | +26.6% | +39.8% | -13.2% | +22.4% |
| 3Y | +525.6% | +44.8% | +480.8% | +497.6% |
| 5Y | +451.7% | -27.0% | +478.7% | +447.2% |
| 10Y | +675.3% | +177.7% | +497.6% | +598.6% |
| All | +328.3% | +12,360.6% | -12,032.3% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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