+222.0%
KGC vs CVE
+158.6%
+63.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | -6.7% | +5.9% | -12.6% | -7.5% |
| 30D | -6.7% | -10.9% | +4.2% | -5.2% |
| 3M | -22.6% | -4.5% | -18.1% | -22.5% |
| 6M | -33.4% | -1.0% | -32.5% | -34.1% |
| YTD | -26.0% | +74.7% | -100.7% | -36.4% |
| 1Y | -18.3% | +65.8% | -84.1% | -29.0% |
| 3Y | +315.8% | +73.2% | +242.6% | +249.5% |
| All | +222.0% | +158.6% | +63.3% | +146.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling