+349.8%
CCJ vs KGC
+452.7%
-102.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.6% | +2.2% |
| 7D | +5.9% | +2.4% | +3.5% | +4.8% |
| 30D | +4.7% | +9.2% | -4.5% | +0.6% |
| 3M | -3.3% | +16.7% | -20.0% | -9.9% |
| 6M | -7.0% | -7.0% | 0.0% | -5.0% |
| YTD | +11.5% | +7.5% | +4.0% | +6.8% |
| 1Y | +32.3% | +34.4% | -2.1% | +15.6% |
| 3Y | +176.8% | +552.0% | -375.1% | +29.4% |
| All | +349.8% | +452.7% | -102.8% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling