+262.9%
KGC vs CLX
-23.2%
+286.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.8% | -5.9% |
| 7D | +8.0% | +13.6% | -5.6% | +6.3% |
| 30D | -9.3% | +29.1% | -38.4% | -12.1% |
| 3M | -21.3% | +1.6% | -22.9% | -21.8% |
| 6M | -31.5% | +18.7% | -50.2% | -33.1% |
| YTD | -23.2% | +11.1% | -34.3% | -23.9% |
| 1Y | -15.0% | +7.0% | -22.0% | -15.6% |
| 3Y | +328.7% | -10.0% | +338.7% | +325.9% |
| 5Y | +262.9% | -22.6% | +285.5% | +260.7% |
| All | +262.9% | -23.2% | +286.1% | +260.7% |
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