-9.9%
KGC vs CRBG
+13.0%
-22.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +2.4% |
| 7D | 0.0% | -3.0% | +2.9% | +0.8% |
| 30D | -9.3% | -2.6% | -6.7% | -8.7% |
| 3M | -15.9% | +2.7% | -18.5% | -16.7% |
| 6M | -24.9% | +22.2% | -47.1% | -29.1% |
| YTD | -23.0% | +16.5% | -39.5% | -27.4% |
| 1Y | -9.9% | +16.9% | -26.9% | -15.6% |
| All | -9.9% | +13.0% | -22.9% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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