+225.5%
CRWD vs KGC
+453.5%
-228.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -3.0% | -5.6% | +2.7% | -2.0% |
| 30D | -6.8% | +6.1% | -12.9% | -8.0% |
| 3M | +19.6% | +17.3% | +2.3% | +15.5% |
| 6M | +87.1% | -10.3% | +97.4% | +88.1% |
| YTD | +76.4% | +3.9% | +72.6% | +70.8% |
| 1Y | +90.8% | +25.7% | +65.1% | +76.3% |
| 3Y | +380.0% | +526.0% | -146.0% | +213.7% |
| All | +225.5% | +453.5% | -228.0% | +113.5% |
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