+226.3%
CLSK vs KGC
+524.7%
-298.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.5% |
| 7D | +7.7% | -5.6% | +13.4% | +10.0% |
| 30D | +12.2% | +6.1% | +6.1% | +10.1% |
| 3M | -15.5% | +17.3% | -32.8% | -20.2% |
| 6M | +39.3% | -10.3% | +49.6% | +43.1% |
| YTD | +35.1% | +3.9% | +31.2% | +34.3% |
| 1Y | +34.0% | +25.7% | +8.3% | +28.0% |
| 3Y | +226.3% | +526.0% | -299.7% | +99.8% |
| All | +226.3% | +524.7% | -298.4% | +99.8% |
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