-27.5%
KGC vs CRL
+80.3%
-107.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.8% | -4.8% | +1.8% |
| 7D | +10.5% | -6.1% | +16.6% | +11.4% |
| 30D | -4.1% | +12.4% | -16.4% | -7.1% |
| 3M | -13.1% | +27.1% | -40.2% | -18.2% |
| 6M | -27.5% | +85.7% | -113.3% | -34.8% |
| All | -27.5% | +80.3% | -107.8% | -34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling