+1,242.3%
CLS vs KGC
+562.0%
+680.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.7% |
| 7D | +4.6% | -1.3% | +5.8% | +5.1% |
| 30D | -13.9% | +20.3% | -34.2% | -20.5% |
| 3M | -26.6% | +8.1% | -34.6% | -29.4% |
| 6M | +15.4% | -8.8% | +24.2% | +18.2% |
| YTD | +5.7% | +10.1% | -4.4% | 0.0% |
| 1Y | +41.1% | +44.2% | -3.1% | +21.9% |
| All | +1,242.3% | +562.0% | +680.3% | +695.0% |
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