-81.6%
CHTR vs KGC
+453.5%
-535.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.4% |
| 3M | +4.8% | +17.3% | -12.6% | +3.4% |
| 6M | -35.0% | -10.3% | -24.7% | -34.8% |
| YTD | -30.2% | +3.9% | -34.0% | -31.3% |
| 1Y | -44.8% | +25.7% | -70.5% | -47.0% |
| 3Y | -66.6% | +526.0% | -592.5% | -74.8% |
| All | -81.6% | +453.5% | -535.1% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling