+146.4%
CCL vs KGC
+317.1%
-170.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.1% |
| 7D | +3.1% | +10.5% | -7.4% | +1.2% |
| 30D | +13.7% | -4.1% | +17.7% | +14.3% |
| 3M | +3.8% | -13.1% | +16.9% | +5.7% |
| 6M | +9.3% | -27.5% | +36.8% | +14.4% |
| YTD | -1.1% | -20.7% | +19.6% | +1.8% |
| 1Y | +14.6% | -6.1% | +20.6% | +15.4% |
| 3Y | +146.4% | +318.6% | -172.2% | +81.1% |
| All | +146.4% | +317.1% | -170.7% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling