+1,276.1%
CRDO vs KGC
+483.7%
+792.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -3.1% |
| 7D | -2.4% | -8.4% | +6.1% | +0.6% |
| 30D | -35.3% | +6.3% | -41.6% | -37.0% |
| 3M | -32.6% | +22.4% | -55.0% | -37.9% |
| 6M | +42.7% | -11.4% | +54.1% | +46.0% |
| YTD | +11.4% | +3.1% | +8.3% | +7.2% |
| 1Y | -2.2% | +26.6% | -28.8% | -13.2% |
| 3Y | +912.1% | +525.6% | +386.5% | +415.2% |
| All | +1,276.1% | +483.7% | +792.4% | +602.7% |
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 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