+1,099.6%
CCJ vs KGC
-3.9%
+1,103.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -2.8% |
| 7D | +5.0% | -4.1% | +9.1% | +5.9% |
| 30D | -16.7% | -11.6% | -5.0% | -14.8% |
| 3M | -27.5% | -24.5% | -3.0% | -23.9% |
| 6M | -38.6% | -34.6% | -4.1% | -33.9% |
| YTD | -21.5% | -26.2% | +4.6% | -17.3% |
| 1Y | -22.3% | -20.1% | -2.2% | -19.2% |
| 3Y | +69.9% | +312.4% | -242.5% | +32.7% |
| 5Y | +163.6% | +224.9% | -61.3% | +110.4% |
| 10Y | +782.3% | +608.7% | +173.5% | +478.6% |
| All | +1,099.6% | -3.9% | +1,103.5% | +722.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling