-34.0%
CLF vs KGC
+317.1%
-351.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +0.8% |
| 7D | -19.6% | +10.5% | -30.1% | -22.1% |
| 30D | -5.0% | -4.1% | -0.9% | -4.4% |
| 3M | -6.3% | -13.1% | +6.8% | -3.8% |
| 6M | +2.8% | -27.5% | +30.3% | +11.2% |
| YTD | -13.7% | -20.7% | +7.0% | -10.3% |
| 1Y | +13.6% | -6.1% | +19.6% | +12.6% |
| 3Y | -34.0% | +318.6% | -352.6% | -53.4% |
| All | -34.0% | +317.1% | -351.1% | -53.4% |
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