+315.8%
KGC vs CRS
+343.5%
-27.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.8% |
| 7D | -6.7% | +4.8% | -11.4% | -7.5% |
| 30D | -6.7% | -23.2% | +16.5% | -2.0% |
| 3M | -22.6% | -45.5% | +22.9% | -13.1% |
| 6M | -33.4% | -33.1% | -0.3% | -28.6% |
| YTD | -26.0% | -7.2% | -18.8% | -25.3% |
| 1Y | -18.3% | -10.0% | -8.3% | -17.2% |
| 3Y | +315.8% | +332.3% | -16.5% | +192.5% |
| All | +315.8% | +343.5% | -27.7% | +192.5% |
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