+787.2%
KGC vs CLBK
+67.9%
+719.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.3% | +1.2% | -2.5% | -1.3% |
| 30D | +20.3% | +9.1% | +11.2% | +19.6% |
| 3M | +8.1% | +27.7% | -19.6% | +6.4% |
| 6M | -8.8% | +40.8% | -49.6% | -10.7% |
| YTD | +10.1% | +66.4% | -56.3% | +6.5% |
| 1Y | +44.2% | +72.4% | -28.2% | +39.1% |
| 3Y | +533.0% | +50.7% | +482.3% | +511.6% |
| 5Y | +443.0% | +42.9% | +400.1% | +417.2% |
| All | +787.2% | +67.9% | +719.3% | +714.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling