+222.0%
KGC vs COPX
+107.3%
+114.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +2.1% |
| 7D | -6.7% | -2.8% | -3.8% | -4.7% |
| 30D | -6.7% | -14.3% | +7.7% | +4.4% |
| 3M | -22.6% | -19.0% | -3.5% | -9.7% |
| 6M | -33.4% | -24.4% | -9.0% | -18.6% |
| YTD | -26.0% | -3.2% | -22.7% | -23.7% |
| 1Y | -18.3% | +15.2% | -33.4% | -25.2% |
| 3Y | +315.8% | +127.6% | +188.2% | +127.8% |
| All | +222.0% | +107.3% | +114.7% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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