+357.0%
KGC vs CRS
+10,171.0%
-9,814.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.6% |
| 7D | -1.3% | -0.2% | -1.0% | -1.3% |
| 30D | +20.3% | -16.6% | +36.9% | +24.6% |
| 3M | +8.1% | -3.5% | +11.6% | +8.4% |
| 6M | -8.8% | +15.4% | -24.2% | -12.0% |
| YTD | +10.1% | +51.2% | -41.1% | +0.1% |
| 1Y | +44.2% | +98.3% | -54.1% | +23.3% |
| 3Y | +533.0% | +651.5% | -118.5% | +298.0% |
| 5Y | +443.0% | +1,411.1% | -968.1% | +187.9% |
| 10Y | +678.6% | +1,424.3% | -745.8% | +255.2% |
| All | +357.0% | +10,171.0% | -9,814.0% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling