-4.3%
KGC vs CNI
+37.5%
-41.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.4% | +6.5% |
| 7D | -6.8% | +3.7% | -10.5% | -8.3% |
| 30D | -9.2% | +8.1% | -17.2% | -12.2% |
| 3M | -9.1% | +1.9% | -11.0% | -10.0% |
| 6M | -25.7% | +19.2% | -44.8% | -31.5% |
| YTD | -23.6% | +32.7% | -56.4% | -31.2% |
| 1Y | -4.3% | +37.0% | -41.3% | -14.3% |
| All | -4.3% | +37.5% | -41.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling