+315.8%
KGC vs CRL
+97.9%
+217.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | -6.7% | +0.1% | -6.8% | -6.6% |
| 30D | -6.7% | +11.9% | -18.6% | -7.6% |
| 3M | -22.6% | +20.2% | -42.7% | -23.8% |
| 6M | -33.4% | +107.5% | -141.0% | -36.6% |
| YTD | -26.0% | +69.4% | -95.4% | -29.1% |
| 1Y | -18.3% | +99.7% | -118.0% | -22.1% |
| 3Y | +315.8% | +98.8% | +217.0% | +276.6% |
| All | +315.8% | +97.9% | +217.9% | +276.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling