+552.0%
KGC vs CLBK
+55.4%
+496.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.3% |
| 7D | +2.4% | +1.1% | +1.3% | +2.4% |
| 30D | +9.2% | +7.8% | +1.5% | +9.0% |
| 3M | +16.7% | +23.9% | -7.1% | +16.0% |
| 6M | -7.0% | +42.3% | -49.3% | -7.9% |
| YTD | +7.5% | +65.4% | -57.9% | +6.1% |
| 1Y | +34.4% | +70.3% | -36.0% | +32.7% |
| 3Y | +552.0% | +54.5% | +497.5% | +549.9% |
| All | +552.0% | +55.4% | +496.6% | +549.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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