+568.9%
KGC vs CVE
+132.7%
+436.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.1% | -5.8% |
| 7D | +8.0% | -10.0% | +18.0% | +8.9% |
| 30D | -9.3% | -11.9% | +2.5% | -8.5% |
| 3M | -21.3% | -5.9% | -15.4% | -21.1% |
| 6M | -31.5% | -1.6% | -29.9% | -31.8% |
| YTD | -23.2% | +66.3% | -89.5% | -27.8% |
| 1Y | -15.0% | +57.5% | -72.6% | -19.7% |
| 3Y | +328.7% | +65.4% | +263.3% | +299.1% |
| 5Y | +262.9% | +144.2% | +118.7% | +228.2% |
| 10Y | +568.9% | +135.5% | +433.4% | +507.3% |
| All | +568.9% | +132.7% | +436.2% | +507.3% |
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