+3,231.7%
CLS vs KGC
+255.5%
+2,976.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | +4.6% | -1.3% | +5.8% | +4.7% |
| 30D | -13.9% | +20.3% | -34.2% | -15.6% |
| 3M | -26.6% | +8.1% | -34.6% | -27.3% |
| 6M | +15.4% | -8.8% | +24.2% | +16.2% |
| YTD | +5.7% | +10.1% | -4.4% | +4.5% |
| 1Y | +41.1% | +44.2% | -3.1% | +36.3% |
| 3Y | +1,228.6% | +533.0% | +695.6% | +1,025.1% |
| 5Y | +3,240.6% | +443.0% | +2,797.6% | +2,732.3% |
| 10Y | +2,760.3% | +678.6% | +2,081.8% | +2,196.2% |
| All | +3,231.7% | +255.5% | +2,976.3% | +2,865.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling