-19.5%
CCJ vs KGC
-15.6%
-3.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +3.7% | +0.2% | +3.4% | +3.6% |
| 30D | -13.7% | -8.8% | -4.9% | -9.6% |
| 3M | -24.7% | -21.1% | -3.6% | -15.6% |
| 6M | -38.1% | -32.3% | -5.8% | -25.1% |
| YTD | -18.8% | -23.5% | +4.7% | -10.4% |
| 1Y | -19.5% | -15.0% | -4.5% | -17.7% |
| All | -19.5% | -15.6% | -3.9% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling