+44.2%
KGC vs CRBG
+3.6%
+40.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | -1.3% | +5.7% | -7.0% | -2.3% |
| 30D | +20.3% | +2.6% | +17.7% | +19.5% |
| 3M | +8.1% | +31.6% | -23.5% | +3.2% |
| 6M | -8.8% | +32.8% | -41.6% | -13.4% |
| YTD | +10.1% | +16.5% | -6.4% | +4.8% |
| 1Y | +44.2% | +6.1% | +38.1% | +36.6% |
| All | +44.2% | +3.6% | +40.7% | +36.6% |
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