+1,065.3%
CCJ vs KGC
+692.5%
+372.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -1.9% |
| 7D | -3.2% | -8.4% | +5.2% | -1.0% |
| 30D | -1.3% | +6.3% | -7.7% | -2.9% |
| 3M | +2.5% | +22.4% | -19.9% | -2.8% |
| 6M | -18.9% | -11.4% | -7.4% | -16.7% |
| YTD | +6.5% | +3.1% | +3.3% | +5.4% |
| 1Y | +22.8% | +26.6% | -3.8% | +16.1% |
| 3Y | +164.5% | +525.6% | -361.1% | +80.2% |
| 5Y | +303.7% | +451.7% | -147.9% | +174.3% |
| All | +1,065.3% | +692.5% | +372.8% | +696.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KGC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling