+15,232.8%
CAH vs KGC
+357.0%
+14,875.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | +5.4% | -1.3% | +6.7% | +5.4% |
| 30D | +3.3% | +20.3% | -17.0% | +3.0% |
| 3M | +22.8% | +8.1% | +14.7% | +22.5% |
| 6M | +11.3% | -8.8% | +20.0% | +11.3% |
| YTD | +21.1% | +10.1% | +11.1% | +20.7% |
| 1Y | +67.2% | +44.2% | +23.0% | +65.8% |
| 3Y | +195.6% | +533.0% | -337.4% | +185.7% |
| 5Y | +413.8% | +443.0% | -29.2% | +396.1% |
| 10Y | +309.6% | +678.6% | -369.0% | +291.7% |
| All | +15,232.8% | +357.0% | +14,875.8% | +14,093.0% |
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