-0.4%
CLSK vs KGC
+435.7%
-436.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -1.7% |
| 7D | +1.7% | -8.4% | +10.2% | +5.7% |
| 30D | +11.1% | +6.3% | +4.8% | +8.3% |
| 3M | -14.1% | +22.4% | -36.5% | -21.6% |
| 6M | +32.9% | -11.4% | +44.3% | +38.6% |
| YTD | +26.5% | +3.1% | +23.3% | +23.8% |
| 1Y | +27.6% | +26.6% | +1.0% | +14.3% |
| 3Y | +190.9% | +525.6% | -334.7% | +12.8% |
| 5Y | -0.4% | +451.7% | -452.0% | -58.7% |
| All | -0.4% | +435.7% | -436.1% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling