+587.2%
KGC vs CLX
+32.0%
+555.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | 0.0% |
| 7D | -6.7% | +9.5% | -16.2% | -8.4% |
| 30D | -6.7% | +30.7% | -37.3% | -11.6% |
| 3M | -22.6% | +4.2% | -26.8% | -23.4% |
| 6M | -33.4% | +22.1% | -55.5% | -36.4% |
| YTD | -26.0% | +14.1% | -40.1% | -28.1% |
| 1Y | -18.3% | +10.3% | -28.6% | -20.2% |
| 3Y | +315.8% | -7.8% | +323.6% | +312.6% |
| 5Y | +225.7% | -20.8% | +246.6% | +229.2% |
| All | +587.2% | +32.0% | +555.2% | +504.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling