-41.7%
CCL vs KGC
+678.3%
-720.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -18.2% | +10.5% | -28.7% | -18.8% |
| 3M | -17.7% | +19.8% | -37.5% | -18.8% |
| 6M | -13.0% | -6.7% | -6.3% | -13.0% |
| YTD | -24.5% | +7.8% | -32.3% | -25.0% |
| 1Y | -26.9% | +35.7% | -62.6% | -28.3% |
| 3Y | +50.8% | +553.7% | -502.9% | +38.7% |
| 5Y | -0.9% | +461.7% | -462.6% | -10.3% |
| 10Y | -41.7% | +710.2% | -751.9% | -43.6% |
| All | -41.7% | +678.3% | -720.0% | -43.6% |
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