+82.7%
KGC vs CVE
+89.9%
-7.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -1.3% | +2.5% | -3.8% | -1.7% |
| 30D | +20.3% | +16.7% | +3.5% | +17.0% |
| 3M | +8.1% | +9.3% | -1.2% | +6.0% |
| 6M | -8.8% | +43.6% | -52.4% | -15.4% |
| YTD | +10.1% | +93.6% | -83.5% | -3.3% |
| 1Y | +44.2% | +98.8% | -54.5% | +25.8% |
| 3Y | +533.0% | +73.6% | +459.4% | +456.7% |
| 5Y | +443.0% | +312.5% | +130.5% | +304.9% |
| 10Y | +678.6% | +161.0% | +517.5% | +484.4% |
| All | +82.7% | +89.9% | -7.2% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling