+99.7%
CLF vs KGC
+523.1%
-423.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.1% |
| 7D | -19.6% | +10.5% | -30.1% | -21.4% |
| 30D | -5.0% | -4.1% | -0.9% | -4.6% |
| 3M | -6.3% | -13.1% | +6.8% | -4.5% |
| 6M | +2.8% | -27.5% | +30.3% | +8.8% |
| YTD | -13.7% | -20.7% | +7.0% | -11.0% |
| 1Y | +13.6% | -6.1% | +19.6% | +13.3% |
| 3Y | -34.0% | +318.6% | -352.6% | -51.1% |
| 5Y | -48.7% | +289.9% | -338.7% | -63.1% |
| All | +99.7% | +523.1% | -423.4% | +38.7% |
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