-17.2%
KGC vs CPB
-25.0%
+7.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | -0.3% |
| 7D | +0.2% | -4.1% | +4.3% | +0.1% |
| 30D | -8.8% | +16.9% | -25.8% | -8.1% |
| 3M | -21.1% | -0.6% | -20.5% | -21.2% |
| 6M | -32.3% | +11.4% | -43.7% | -31.4% |
| YTD | -23.5% | -14.8% | -8.6% | -23.2% |
| All | -17.2% | -25.0% | +7.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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