+5,648.9%
CRM vs KGC
+508.8%
+5,140.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | 0.0% |
| 7D | -8.1% | -8.4% | +0.3% | -7.3% |
| 30D | +23.1% | +6.3% | +16.7% | +22.2% |
| 3M | +42.5% | +22.4% | +20.1% | +39.2% |
| 6M | +25.3% | -11.4% | +36.7% | +25.8% |
| YTD | -7.8% | +3.1% | -10.9% | -9.3% |
| 1Y | +1.0% | +26.6% | -25.6% | -3.1% |
| 3Y | +10.0% | +525.6% | -515.6% | -12.7% |
| 5Y | -3.9% | +451.7% | -455.5% | -23.9% |
| 10Y | +233.2% | +675.3% | -442.2% | +141.8% |
| All | +5,648.9% | +508.8% | +5,140.1% | +3,374.7% |
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