-41.4%
CLF vs KGC
+236.1%
-277.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.6% |
| 7D | +16.0% | -4.1% | +20.0% | +17.3% |
| 30D | +1.6% | -11.6% | +13.3% | +4.8% |
| 3M | +6.7% | -24.5% | +31.2% | +14.9% |
| 6M | +21.1% | -34.6% | +55.7% | +36.2% |
| YTD | -1.6% | -26.2% | +24.6% | +4.5% |
| 1Y | +18.5% | -20.1% | +38.6% | +22.5% |
| 3Y | -21.0% | +312.4% | -333.4% | -54.9% |
| 5Y | -41.4% | +224.9% | -266.3% | -69.4% |
| All | -41.4% | +236.1% | -277.4% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling