+655.3%
KGC vs CRS
+1,409.1%
-753.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -4.0% |
| 7D | -8.4% | -4.1% | -4.3% | -7.8% |
| 30D | +6.3% | -16.6% | +22.9% | +9.1% |
| 3M | +22.4% | -14.3% | +36.7% | +24.9% |
| 6M | -11.4% | +11.6% | -23.0% | -13.2% |
| YTD | +3.1% | +42.6% | -39.4% | -2.5% |
| 1Y | +26.6% | +81.8% | -55.2% | +15.3% |
| 3Y | +525.6% | +632.1% | -106.5% | +362.0% |
| 5Y | +451.7% | +1,401.6% | -950.0% | +269.7% |
| All | +655.3% | +1,409.1% | -753.8% | +356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling