+37.6%
CL vs KGC
+317.1%
-279.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.2% |
| 7D | +1.3% | +10.5% | -9.1% | +1.3% |
| 30D | +11.4% | -4.1% | +15.4% | +11.3% |
| 3M | +4.4% | -13.1% | +17.5% | +4.4% |
| 6M | +10.8% | -27.5% | +38.3% | +11.1% |
| YTD | +25.1% | -20.7% | +45.8% | +25.2% |
| 1Y | +28.0% | -6.1% | +34.0% | +28.0% |
| 3Y | +37.6% | +318.6% | -281.0% | +30.0% |
| All | +37.6% | +317.1% | -279.5% | +30.0% |
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 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