+495.2%
KGC vs CLBK
+61.7%
+433.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.5% |
| 7D | -4.1% | +2.5% | -6.5% | -4.2% |
| 30D | -11.6% | +3.7% | -15.3% | -11.8% |
| 3M | -24.5% | -3.3% | -21.3% | -24.4% |
| 6M | -34.6% | +29.6% | -64.2% | -35.6% |
| YTD | -26.2% | +60.3% | -86.4% | -28.4% |
| 1Y | -20.1% | +63.4% | -83.5% | -22.6% |
| 3Y | +312.4% | +53.8% | +258.6% | +297.5% |
| 5Y | +224.9% | +29.0% | +195.9% | +213.5% |
| All | +495.2% | +61.7% | +433.5% | +447.8% |
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