+1,179.6%
KGC vs CRL
+1,379.5%
-199.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.1% |
| 7D | -1.3% | -1.0% | -0.3% | -1.1% |
| 30D | +20.3% | +10.7% | +9.6% | +19.0% |
| 3M | +8.1% | +55.3% | -47.2% | +3.0% |
| 6M | -8.8% | +60.7% | -69.4% | -13.7% |
| YTD | +10.1% | +44.6% | -34.6% | +5.1% |
| 1Y | +44.2% | +77.7% | -33.5% | +34.4% |
| 3Y | +533.0% | +37.6% | +495.4% | +493.8% |
| 5Y | +443.0% | -35.8% | +478.8% | +444.1% |
| 10Y | +678.6% | +241.7% | +436.8% | +555.8% |
| All | +1,179.6% | +1,379.5% | -199.9% | +786.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling