-33.8%
CCL vs KGC
+635.9%
-669.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.8% | -4.1% |
| 7D | -0.3% | -4.1% | +3.7% | 0.0% |
| 30D | +10.3% | -11.6% | +22.0% | +11.3% |
| 3M | +6.6% | -24.5% | +31.1% | +8.5% |
| 6M | +20.0% | -34.6% | +54.6% | +23.1% |
| YTD | -1.9% | -26.2% | +24.3% | -0.1% |
| 1Y | +10.4% | -20.1% | +30.6% | +12.0% |
| 3Y | +134.8% | +312.4% | -177.6% | +120.7% |
| 5Y | +34.0% | +224.9% | -190.9% | +22.2% |
| All | -33.8% | +635.9% | -669.7% | -34.1% |
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 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