+1,914.6%
CLS vs KGC
+637.7%
+1,276.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | +16.3% | -6.7% | +22.9% | +18.0% |
| 30D | -25.7% | -6.7% | -19.0% | -24.7% |
| 3M | -30.9% | -22.6% | -8.3% | -27.3% |
| 6M | -35.5% | -33.4% | -2.1% | -30.2% |
| YTD | -18.7% | -26.0% | +7.3% | -14.0% |
| 1Y | -17.9% | -18.3% | +0.4% | -14.7% |
| 3Y | +838.1% | +315.8% | +522.3% | +635.8% |
| 5Y | +1,971.9% | +225.7% | +1,746.2% | +1,526.1% |
| All | +1,914.6% | +637.7% | +1,276.9% | +1,420.6% |
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