+218.7%
KGC vs CP
+7,872.5%
-7,653.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.7% |
| 7D | +8.0% | +2.8% | +5.2% | +7.3% |
| 30D | -9.3% | +11.0% | -20.4% | -11.8% |
| 3M | -21.3% | +3.8% | -25.2% | -22.0% |
| 6M | -31.5% | +9.5% | -41.0% | -33.1% |
| YTD | -23.2% | +28.2% | -51.4% | -28.2% |
| 1Y | -15.0% | +33.0% | -48.0% | -21.3% |
| 3Y | +328.7% | +35.5% | +293.2% | +292.2% |
| 5Y | +262.9% | +25.8% | +237.1% | +237.6% |
| 10Y | +568.9% | +250.7% | +318.2% | +360.7% |
| All | +218.7% | +7,872.5% | -7,653.8% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling