+229.2%
KGC vs CPB
+360.6%
-131.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.0% |
| 7D | +10.5% | +8.0% | +2.5% | +10.3% |
| 30D | -4.1% | +22.4% | -26.4% | -4.5% |
| 3M | -13.1% | +2.5% | -15.6% | -13.2% |
| 6M | -27.5% | +12.2% | -39.8% | -27.8% |
| YTD | -20.7% | -12.8% | -7.9% | -20.5% |
| 1Y | -6.1% | -19.2% | +13.1% | -5.7% |
| 3Y | +318.6% | -35.6% | +354.2% | +321.6% |
| 5Y | +289.9% | -31.4% | +321.4% | +292.3% |
| 10Y | +501.8% | -37.9% | +539.8% | +509.6% |
| All | +229.2% | +360.6% | -131.3% | +282.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling