+357.0%
KGC vs CLX
+2,386.6%
-2,029.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | -1.3% | -9.2% | +8.0% | -0.4% |
| 30D | +20.3% | -11.0% | +31.3% | +21.6% |
| 3M | +8.1% | +5.0% | +3.0% | +7.4% |
| 6M | -8.8% | -18.8% | +10.1% | -7.2% |
| YTD | +10.1% | -4.4% | +14.5% | +10.4% |
| 1Y | +44.2% | -21.9% | +66.1% | +47.1% |
| 3Y | +533.0% | -32.8% | +565.8% | +551.5% |
| 5Y | +443.0% | -34.6% | +477.6% | +456.7% |
| 10Y | +678.6% | -4.7% | +683.3% | +682.0% |
| All | +357.0% | +2,386.6% | -2,029.6% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling