+1,348.4%
CRWD vs KGC
+863.6%
+484.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | -2.3% | +2.4% | -4.8% | -2.7% |
| 30D | -2.1% | +9.2% | -11.3% | -3.8% |
| 3M | +27.5% | +16.7% | +10.8% | +23.5% |
| 6M | +95.8% | -7.0% | +102.8% | +95.7% |
| YTD | +79.2% | +7.5% | +71.7% | +73.3% |
| 1Y | +96.3% | +34.4% | +61.9% | +81.1% |
| 3Y | +399.8% | +552.0% | -152.2% | +242.1% |
| 5Y | +216.7% | +454.5% | -237.8% | +116.6% |
| All | +1,348.4% | +863.6% | +484.8% | +656.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling