+420.1%
CORZ vs KGC
+457.7%
-37.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.7% |
| 7D | +8.4% | -1.3% | +9.6% | +8.8% |
| 30D | -17.8% | +20.3% | -38.1% | -22.5% |
| 3M | -35.9% | +8.1% | -44.0% | -37.8% |
| 6M | +12.9% | -8.8% | +21.7% | +14.1% |
| YTD | +22.9% | +10.1% | +12.8% | +17.7% |
| 1Y | +31.4% | +44.2% | -12.9% | +15.9% |
| All | +420.1% | +457.7% | -37.7% | +215.0% |
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