-60.8%
CLSK vs KGC
+802.5%
-863.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.6% |
| 7D | +7.7% | -5.6% | +13.4% | +9.8% |
| 30D | +12.2% | +6.1% | +6.1% | +10.1% |
| 3M | -15.5% | +17.3% | -32.8% | -20.1% |
| 6M | +39.3% | -10.3% | +49.6% | +43.6% |
| YTD | +35.1% | +3.9% | +31.2% | +33.0% |
| 1Y | +34.0% | +25.7% | +8.3% | +23.9% |
| 3Y | +226.3% | +526.0% | -299.7% | +72.5% |
| 5Y | +6.4% | +455.5% | -449.1% | -42.9% |
| All | -60.8% | +802.5% | -863.3% | -81.4% |
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 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