+56.1%
CCL vs KGC
+562.0%
-505.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | -5.0% | -1.3% | -3.8% | -4.9% |
| 30D | -20.3% | +20.3% | -40.6% | -23.3% |
| 3M | -15.1% | +8.1% | -23.2% | -16.9% |
| 6M | -15.1% | -8.8% | -6.3% | -15.0% |
| YTD | -21.8% | +10.1% | -31.8% | -23.9% |
| 1Y | -24.8% | +44.2% | -69.0% | -29.7% |
| All | +56.1% | +562.0% | -505.9% | +12.6% |
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 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