-4.3%
KGC vs CP
+35.2%
-39.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.5% | +4.0% | +5.6% |
| 7D | -6.8% | +5.6% | -12.4% | -9.3% |
| 30D | -9.2% | +10.0% | -19.2% | -13.5% |
| 3M | -9.1% | +4.4% | -13.5% | -10.9% |
| 6M | -25.7% | +14.1% | -39.7% | -30.0% |
| YTD | -23.6% | +29.1% | -52.7% | -26.3% |
| 1Y | -4.3% | +34.6% | -38.8% | -9.4% |
| All | -4.3% | +35.2% | -39.5% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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