+94.1%
CRH vs KGC
+453.5%
-359.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -6.1% | -5.6% | -0.4% | -5.0% |
| 30D | -9.3% | +6.1% | -15.4% | -10.5% |
| 3M | -15.2% | +17.3% | -32.5% | -18.1% |
| 6M | -14.2% | -10.3% | -3.9% | -13.4% |
| YTD | -28.3% | +3.9% | -32.1% | -29.6% |
| 1Y | -21.8% | +25.7% | -47.5% | -26.3% |
| 3Y | +71.6% | +526.0% | -454.3% | +13.6% |
| All | +94.1% | +453.5% | -359.4% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling