+538.5%
KGC vs CP
+261.0%
+277.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.2% |
| 7D | +11.1% | +2.8% | +8.4% | +10.3% |
| 30D | -3.7% | +11.3% | -15.1% | -6.6% |
| 3M | -17.2% | +2.9% | -20.1% | -17.8% |
| 6M | -27.3% | +9.8% | -37.0% | -29.1% |
| YTD | -18.5% | +28.5% | -47.1% | -23.8% |
| 1Y | -5.7% | +33.5% | -39.2% | -12.7% |
| 3Y | +336.5% | +31.9% | +304.5% | +302.4% |
| 5Y | +298.7% | +25.5% | +273.2% | +269.7% |
| 10Y | +538.5% | +257.6% | +281.0% | +472.8% |
| All | +538.5% | +261.0% | +277.6% | +472.8% |
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