+552.0%
KGC vs CLX
-34.1%
+586.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.8% | -2.2% |
| 7D | +2.4% | -3.5% | +6.0% | +2.7% |
| 30D | +9.2% | -11.9% | +21.1% | +10.1% |
| 3M | +16.7% | -2.6% | +19.4% | +17.2% |
| 6M | -7.0% | -18.2% | +11.2% | -6.3% |
| YTD | +7.5% | -5.9% | +13.4% | +10.1% |
| 1Y | +34.4% | -23.8% | +58.2% | +36.0% |
| 3Y | +552.0% | -33.6% | +585.5% | +528.0% |
| All | +552.0% | -34.1% | +586.1% | +528.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling