+658.7%
KGC vs CRL
+241.6%
+417.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -2.0% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | +9.2% | +5.0% | +4.3% | +8.6% |
| 3M | +16.7% | +50.6% | -33.8% | +10.8% |
| 6M | -7.0% | +60.9% | -67.9% | -12.8% |
| YTD | +7.5% | +40.7% | -33.3% | +2.2% |
| 1Y | +34.4% | +73.3% | -39.0% | +24.0% |
| 3Y | +552.0% | +40.6% | +511.4% | +504.4% |
| 5Y | +454.5% | -37.0% | +491.5% | +459.9% |
| 10Y | +658.7% | +244.3% | +414.4% | +636.3% |
| All | +658.7% | +241.6% | +417.1% | +636.3% |
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