+538.5%
KGC vs CRL
+400.8%
+137.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -1.9% | +2.1% |
| 7D | +11.1% | +4.4% | +6.8% | +10.3% |
| 30D | -3.7% | +17.1% | -20.8% | -6.0% |
| 3M | -17.2% | +32.1% | -49.3% | -20.5% |
| 6M | -27.3% | +98.9% | -126.2% | -33.9% |
| YTD | -18.5% | +77.1% | -95.7% | -25.2% |
| 1Y | -5.7% | +110.3% | -116.0% | -15.3% |
| 3Y | +336.5% | +108.5% | +228.0% | +280.1% |
| 5Y | +298.7% | -7.9% | +306.6% | +283.5% |
| 10Y | +538.5% | +368.9% | +169.6% | +465.3% |
| All | +538.5% | +400.8% | +137.7% | +465.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling