-45.9%
CHTR vs KGC
+698.0%
-743.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.7% |
| 7D | -4.1% | -5.6% | +1.5% | -3.8% |
| 30D | -3.0% | +6.1% | -9.1% | -3.3% |
| 3M | +4.8% | +17.3% | -12.6% | +3.7% |
| 6M | -35.0% | -10.3% | -24.7% | -34.9% |
| YTD | -30.2% | +3.9% | -34.0% | -30.9% |
| 1Y | -44.8% | +25.7% | -70.5% | -46.2% |
| 3Y | -66.6% | +526.0% | -592.5% | -71.4% |
| 5Y | -81.5% | +455.5% | -536.9% | -84.2% |
| All | -45.9% | +698.0% | -743.9% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling