+38.3%
CL vs KGC
+329.2%
-290.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +9.5% | -8.8% | +18.4% | +9.5% |
| 3M | +6.8% | -21.1% | +27.8% | +6.8% |
| 6M | +14.3% | -32.3% | +46.6% | +14.7% |
| YTD | +27.0% | -23.5% | +50.4% | +27.1% |
| 1Y | +26.3% | -15.0% | +41.2% | +26.3% |
| All | +38.3% | +329.2% | -290.9% | +27.8% |
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