-14.6%
CRH vs KGC
+43.6%
-58.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.9% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | -5.4% | +20.3% | -25.6% | -9.4% |
| 3M | -11.2% | +8.1% | -19.3% | -13.6% |
| 6M | -15.8% | -8.8% | -7.1% | -16.5% |
| YTD | -23.6% | +10.1% | -33.7% | -24.9% |
| 1Y | -14.6% | +44.2% | -58.8% | -20.4% |
| All | -14.6% | +43.6% | -58.2% | -20.4% |
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