+80.1%
CLF vs KGC
+496.6%
-416.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.7% | +4.2% | +6.4% |
| 7D | -14.1% | +11.1% | -25.2% | -16.1% |
| 30D | -5.5% | -3.7% | -1.8% | -5.2% |
| 3M | 0.0% | -17.2% | +17.2% | +3.2% |
| 6M | +11.3% | -27.3% | +38.5% | +17.6% |
| YTD | -7.7% | -18.5% | +10.9% | -5.3% |
| 1Y | +17.5% | -5.7% | +23.3% | +17.1% |
| 3Y | -25.4% | +336.5% | -361.9% | -45.0% |
| 5Y | -46.0% | +298.7% | -344.7% | -61.2% |
| 10Y | +80.1% | +538.5% | -458.5% | +23.8% |
| All | +80.1% | +496.6% | -416.5% | +23.8% |
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 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