-61.4%
CLSK vs KGC
+834.1%
-895.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.6% | +7.0% |
| 7D | +21.9% | +2.4% | +19.4% | +20.9% |
| 30D | +9.6% | +9.2% | +0.4% | +6.5% |
| 3M | -18.4% | +16.7% | -35.1% | -22.6% |
| 6M | +46.4% | -7.0% | +53.4% | +49.0% |
| YTD | +33.2% | +7.5% | +25.7% | +29.6% |
| 1Y | +47.0% | +34.4% | +12.6% | +33.0% |
| 3Y | +206.4% | +552.0% | -345.6% | +59.7% |
| 5Y | +5.4% | +454.5% | -449.1% | -43.6% |
| All | -61.4% | +834.1% | -895.5% | -81.8% |
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 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