+71.6%
CRH vs KGC
+524.7%
-453.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -6.1% | -5.6% | -0.4% | -5.1% |
| 30D | -9.3% | +6.1% | -15.4% | -10.4% |
| 3M | -15.2% | +17.3% | -32.5% | -17.8% |
| 6M | -14.2% | -10.3% | -3.9% | -13.7% |
| YTD | -28.3% | +3.9% | -32.1% | -29.2% |
| 1Y | -21.8% | +25.7% | -47.5% | -25.0% |
| 3Y | +71.6% | +526.0% | -454.3% | +24.8% |
| All | +71.6% | +524.7% | -453.0% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling