+87.5%
CLF vs KGC
+567.0%
-479.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +2.3% | +0.2% | +2.1% | +2.2% |
| 30D | +1.9% | -8.8% | +10.8% | +3.4% |
| 3M | +5.9% | -21.1% | +27.0% | +10.2% |
| 6M | +16.9% | -32.3% | +49.2% | +25.5% |
| YTD | -1.1% | -23.5% | +22.4% | +2.7% |
| 1Y | +28.8% | -15.0% | +43.8% | +31.0% |
| 3Y | -20.6% | +327.5% | -348.1% | -41.6% |
| 5Y | -41.5% | +244.3% | -285.8% | -57.4% |
| 10Y | +87.5% | +634.8% | -547.2% | +30.2% |
| All | +87.5% | +567.0% | -479.5% | +30.2% |
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