+753.7%
CCJ vs KGC
+637.7%
+116.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -0.8% | -6.7% | +5.9% | +1.1% |
| 30D | -13.2% | -6.7% | -6.5% | -11.7% |
| 3M | -27.6% | -22.6% | -5.1% | -22.9% |
| 6M | -38.7% | -33.4% | -5.3% | -32.3% |
| YTD | -22.7% | -26.0% | +3.3% | -16.8% |
| 1Y | -17.6% | -18.3% | +0.7% | -13.2% |
| 3Y | +62.7% | +315.8% | -253.1% | +21.2% |
| 5Y | +159.7% | +225.7% | -66.0% | +94.4% |
| All | +753.7% | +637.7% | +116.0% | +516.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling