-15.9%
CORZ vs KGC
-15.6%
-0.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.3% | +11.2% | +11.1% |
| 7D | +14.2% | +0.2% | +14.0% | +13.9% |
| 30D | -3.0% | -8.8% | +5.8% | +0.7% |
| 3M | -26.3% | -21.1% | -5.2% | -19.6% |
| 6M | -36.5% | -32.3% | -4.2% | -26.7% |
| YTD | +0.1% | -23.5% | +23.5% | +3.9% |
| 1Y | -15.9% | -15.0% | -0.9% | -18.6% |
| All | -15.9% | -15.6% | -0.2% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling