+278.5%
KGC vs CVE
+148.3%
+130.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.2% |
| 7D | 0.0% | -14.1% | +14.0% | +2.2% |
| 30D | -9.3% | -11.6% | +2.3% | -7.8% |
| 3M | -15.9% | 0.0% | -15.9% | -16.6% |
| 6M | -24.9% | -8.4% | -16.5% | -24.7% |
| YTD | -23.0% | +65.9% | -88.9% | -33.2% |
| 1Y | -9.9% | +69.4% | -79.4% | -22.3% |
| 3Y | +301.2% | +55.9% | +245.3% | +245.5% |
| 5Y | +278.5% | +146.2% | +132.4% | +199.0% |
| All | +278.5% | +148.3% | +130.2% | +199.0% |
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