+527.8%
KGC vs CVE
+136.1%
+391.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.1% |
| 7D | +10.5% | -16.1% | +26.6% | +12.1% |
| 30D | -4.1% | -10.4% | +6.3% | -3.3% |
| 3M | -13.1% | -2.4% | -10.7% | -13.2% |
| 6M | -27.5% | -4.4% | -23.1% | -27.7% |
| YTD | -20.7% | +64.9% | -85.7% | -25.5% |
| 1Y | -6.1% | +66.0% | -72.1% | -11.8% |
| 3Y | +318.6% | +57.7% | +261.0% | +291.0% |
| 5Y | +289.9% | +144.7% | +145.2% | +252.1% |
| All | +527.8% | +136.1% | +391.7% | +471.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling