-44.8%
CHTR vs KGC
+28.2%
-73.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.7% |
| 7D | -4.1% | -5.6% | +1.5% | -4.4% |
| 30D | -3.0% | +6.1% | -9.1% | -2.6% |
| 3M | +4.8% | +17.3% | -12.6% | +6.1% |
| 6M | -35.0% | -10.3% | -24.7% | -35.0% |
| YTD | -30.2% | +3.9% | -34.0% | -30.7% |
| 1Y | -44.8% | +25.7% | -70.5% | -47.1% |
| All | -44.8% | +28.2% | -73.0% | -47.1% |
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