-29.6%
CLS vs KGC
-5.3%
-24.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +7.5% | -16.5% | -12.4% |
| 7D | -21.1% | -6.8% | -14.4% | -18.7% |
| 30D | -38.2% | -9.2% | -29.1% | -35.3% |
| 3M | -36.3% | -9.1% | -27.2% | -35.3% |
| 6M | -43.8% | -25.7% | -18.2% | -36.7% |
| YTD | -20.0% | -23.6% | +3.6% | -21.3% |
| 1Y | -29.6% | -4.3% | -25.3% | -49.1% |
| All | -29.6% | -5.3% | -24.3% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling