+549.6%
KGC vs CRS
+636.8%
-87.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +10.5% | -18.1% | +28.6% | +14.5% |
| 3M | +19.8% | -12.4% | +32.2% | +22.4% |
| 6M | -6.7% | +15.9% | -22.6% | -9.8% |
| YTD | +7.8% | +45.8% | -38.0% | +0.3% |
| 1Y | +35.7% | +87.8% | -52.1% | +21.2% |
| All | +549.6% | +636.8% | -87.2% | +355.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling