+17,377.4%
CAH vs KGC
+207.3%
+17,170.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.1% |
| 7D | +3.5% | -6.7% | +10.1% | +3.6% |
| 30D | +13.5% | -6.7% | +20.1% | +13.6% |
| 3M | +21.8% | -22.6% | +44.4% | +22.3% |
| 6M | +51.5% | -33.4% | +85.0% | +52.3% |
| YTD | +38.1% | -26.0% | +64.1% | +38.4% |
| 1Y | +37.7% | -18.3% | +56.0% | +37.8% |
| 3Y | +179.6% | +315.8% | -136.2% | +171.9% |
| 5Y | +504.9% | +225.7% | +279.2% | +488.4% |
| 10Y | +418.6% | +610.5% | -191.9% | +397.5% |
| All | +17,377.4% | +207.3% | +17,170.1% | +16,175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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