-18.3%
KGC vs CRL
+99.6%
-117.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.4% |
| 7D | -6.7% | +0.1% | -6.8% | -6.6% |
| 30D | -6.7% | +11.9% | -18.6% | -9.1% |
| 3M | -22.6% | +20.2% | -42.7% | -25.8% |
| 6M | -33.4% | +107.5% | -141.0% | -42.0% |
| YTD | -26.0% | +69.4% | -95.4% | -35.7% |
| 1Y | -18.3% | +99.7% | -118.0% | -30.1% |
| All | -18.3% | +99.6% | -117.9% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling