+527.8%
KGC vs CP
+253.8%
+274.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.5% |
| 7D | +10.5% | +2.8% | +7.7% | +9.7% |
| 30D | -4.1% | +10.2% | -14.3% | -6.6% |
| 3M | -13.1% | +2.4% | -15.4% | -13.6% |
| 6M | -27.5% | +7.7% | -35.2% | -29.0% |
| YTD | -20.7% | +26.0% | -46.7% | -25.4% |
| 1Y | -6.1% | +34.6% | -40.7% | -13.2% |
| 3Y | +318.6% | +26.7% | +291.9% | +290.0% |
| 5Y | +289.9% | +24.9% | +265.0% | +262.9% |
| All | +527.8% | +253.8% | +274.0% | +469.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling