+454.5%
KGC vs CLX
-35.2%
+489.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.8% | -2.2% |
| 7D | +2.4% | -3.5% | +6.0% | +2.8% |
| 30D | +9.2% | -11.9% | +21.1% | +10.6% |
| 3M | +16.7% | -2.6% | +19.4% | +17.1% |
| 6M | -7.0% | -18.2% | +11.2% | -5.4% |
| YTD | +7.5% | -5.9% | +13.4% | +8.9% |
| 1Y | +34.4% | -23.8% | +58.2% | +37.8% |
| 3Y | +552.0% | -33.6% | +585.5% | +574.1% |
| 5Y | +454.5% | -35.7% | +490.2% | +473.7% |
| All | +454.5% | -35.2% | +489.7% | +473.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling