+52.4%
CL vs KGC
+646.4%
-594.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.4% |
| 7D | -2.2% | -1.3% | -0.9% | -2.1% |
| 30D | -4.8% | +20.3% | -25.1% | -5.7% |
| 3M | +4.9% | +8.1% | -3.2% | +4.4% |
| 6M | -5.7% | -8.8% | +3.0% | -5.6% |
| YTD | +14.4% | +10.1% | +4.3% | +13.3% |
| 1Y | +8.7% | +44.2% | -35.5% | +6.0% |
| 3Y | +30.0% | +533.0% | -503.0% | +15.5% |
| 5Y | +28.4% | +443.0% | -414.6% | +13.7% |
| All | +52.4% | +646.4% | -594.0% | +35.0% |
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