-15.0%
KGC vs CLX
+6.9%
-21.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.2% | +7.8% | -7.5% | -2.1% |
| 30D | -8.8% | +28.5% | -37.4% | -15.6% |
| 3M | -21.1% | +1.3% | -22.4% | -22.2% |
| 6M | -32.3% | +23.4% | -55.7% | -37.6% |
| YTD | -23.5% | +11.4% | -34.8% | -19.1% |
| 1Y | -15.0% | +6.9% | -21.9% | -8.2% |
| All | -15.0% | +6.9% | -21.9% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling