-9.8%
KGC vs CPB
-20.9%
+11.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.7% |
| 7D | +11.1% | +3.3% | +7.9% | +11.2% |
| 30D | -3.7% | +19.0% | -22.7% | -2.9% |
| 3M | -17.2% | +0.4% | -17.7% | -17.4% |
| 6M | -27.3% | +13.0% | -40.3% | -26.2% |
| YTD | -18.5% | -12.7% | -5.8% | -18.3% |
| All | -9.8% | -20.9% | +11.1% | -12.5% |
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