+555.2%
KGC vs CP
+17.1%
+538.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -1.3% | -2.7% | +1.4% | -0.2% |
| 30D | +20.3% | +0.2% | +20.1% | +20.3% |
| 3M | +8.1% | +2.6% | +5.5% | +6.9% |
| 6M | -8.8% | +6.0% | -14.7% | -11.1% |
| YTD | +10.1% | +24.9% | -14.9% | +1.4% |
| 1Y | +44.2% | +20.1% | +24.1% | +34.8% |
| All | +555.2% | +17.1% | +538.1% | +532.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling