+634.8%
KGC vs CLX
+29.7%
+605.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.2% | +7.8% | -7.5% | -1.3% |
| 30D | -8.8% | +28.5% | -37.4% | -13.4% |
| 3M | -21.1% | +1.3% | -22.4% | -21.5% |
| 6M | -32.3% | +23.4% | -55.7% | -35.4% |
| YTD | -23.5% | +11.4% | -34.8% | -25.3% |
| 1Y | -15.0% | +6.9% | -21.9% | -16.4% |
| 3Y | +327.5% | -9.8% | +337.3% | +326.0% |
| 5Y | +244.3% | -22.7% | +267.0% | +249.7% |
| 10Y | +634.8% | +28.7% | +606.0% | +553.0% |
| All | +634.8% | +29.7% | +605.1% | +553.0% |
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