+5,435.1%
CL vs KGC
+219.6%
+5,215.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +5.9% | 0.0% | +6.0% | +5.9% |
| 30D | +13.8% | -9.3% | +23.1% | +13.9% |
| 3M | +6.4% | -15.9% | +22.3% | +6.7% |
| 6M | +15.6% | -24.9% | +40.5% | +16.1% |
| YTD | +27.9% | -23.0% | +50.9% | +28.2% |
| 1Y | +31.4% | -9.9% | +41.3% | +31.3% |
| 3Y | +41.4% | +301.2% | -259.9% | +36.4% |
| 5Y | +42.8% | +278.5% | -235.8% | +37.4% |
| 10Y | +79.7% | +484.3% | -404.6% | +70.1% |
| All | +5,435.1% | +219.6% | +5,215.5% | +5,190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling