-45.6%
CHTR vs KGC
-5.3%
-40.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.5% | -1.8% | +6.0% |
| 7D | +14.1% | -6.8% | +20.9% | +13.5% |
| 30D | +11.6% | -9.2% | +20.7% | +10.7% |
| 3M | -21.4% | -9.1% | -12.3% | -21.8% |
| 6M | -27.3% | -25.7% | -1.6% | -28.1% |
| YTD | -42.4% | -23.6% | -18.8% | -44.3% |
| 1Y | -45.6% | -4.3% | -41.3% | -47.7% |
| All | -45.6% | -5.3% | -40.3% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling