+585.5%
KGC vs CRL
+354.1%
+231.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | -4.1% | +8.9% | -13.0% | -5.1% |
| 30D | -11.6% | +14.0% | -25.6% | -13.4% |
| 3M | -24.5% | +19.8% | -44.4% | -26.5% |
| 6M | -34.6% | +102.0% | -136.6% | -40.5% |
| YTD | -26.2% | +70.8% | -97.0% | -31.8% |
| 1Y | -20.1% | +98.7% | -118.8% | -27.6% |
| 3Y | +312.4% | +98.2% | +214.2% | +262.2% |
| 5Y | +224.9% | -11.7% | +236.6% | +214.1% |
| All | +585.5% | +354.1% | +231.5% | +541.3% |
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