+316.4%
CHTR vs KGC
+84.4%
+232.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -4.0% |
| 7D | -0.3% | +2.4% | -2.8% | -0.4% |
| 30D | -4.5% | +9.2% | -13.7% | -4.9% |
| 3M | +10.2% | +16.7% | -6.5% | +9.3% |
| 6M | -37.2% | -7.0% | -30.2% | -37.2% |
| YTD | -30.2% | +7.5% | -37.7% | -30.9% |
| 1Y | -44.8% | +34.4% | -79.1% | -46.0% |
| 3Y | -65.5% | +552.0% | -617.5% | -69.2% |
| 5Y | -81.8% | +454.5% | -536.3% | -83.8% |
| 10Y | -45.8% | +658.7% | -704.4% | -52.4% |
| All | +316.4% | +84.4% | +232.0% | +307.5% |
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