+821.9%
KGC vs CRL
+1,630.9%
-809.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.8% | -4.8% | +2.2% |
| 7D | +10.5% | -6.1% | +16.6% | +11.1% |
| 30D | -4.1% | +12.4% | -16.4% | -5.5% |
| 3M | -13.1% | +27.1% | -40.2% | -15.6% |
| 6M | -27.5% | +85.7% | -113.3% | -32.6% |
| YTD | -20.7% | +69.2% | -89.9% | -25.8% |
| 1Y | -6.1% | +97.5% | -103.6% | -13.6% |
| 3Y | +318.6% | +86.1% | +232.5% | +278.2% |
| 5Y | +289.9% | -10.0% | +300.0% | +276.7% |
| 10Y | +501.8% | +395.0% | +106.9% | +386.8% |
| All | +821.9% | +1,630.9% | -809.0% | +525.7% |
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