+222.0%
KGC vs CRS
+800.5%
-578.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.9% |
| 7D | -6.7% | +4.8% | -11.4% | -7.7% |
| 30D | -6.7% | -23.2% | +16.5% | -1.4% |
| 3M | -22.6% | -45.5% | +22.9% | -11.5% |
| 6M | -33.4% | -33.1% | -0.3% | -27.8% |
| YTD | -26.0% | -7.2% | -18.8% | -26.0% |
| 1Y | -18.3% | -10.0% | -8.3% | -17.7% |
| 3Y | +315.8% | +332.3% | -16.5% | +164.0% |
| All | +222.0% | +800.5% | -578.6% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling