+710.2%
KGC vs CLX
-3.8%
+714.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.7% |
| 7D | -0.1% | -4.9% | +4.8% | +0.9% |
| 30D | +10.5% | -15.8% | +26.3% | +14.3% |
| 3M | +19.8% | -7.9% | +27.7% | +21.5% |
| 6M | -6.7% | -19.0% | +12.4% | -3.1% |
| YTD | +7.8% | -7.9% | +15.7% | +9.4% |
| 1Y | +35.7% | -25.4% | +61.0% | +43.0% |
| 3Y | +553.7% | -35.0% | +588.7% | +600.9% |
| 5Y | +461.7% | -36.8% | +498.4% | +495.8% |
| 10Y | +710.2% | -1.4% | +711.6% | +679.8% |
| All | +710.2% | -3.8% | +714.0% | +679.8% |
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