-11.1%
CHYM vs KGC
+89.3%
-100.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -2.3% | -5.6% | +3.4% | -1.0% |
| 30D | +4.4% | +6.1% | -1.7% | +3.0% |
| 3M | +91.3% | +17.3% | +74.0% | +83.5% |
| 6M | +44.0% | -10.3% | +54.3% | +45.8% |
| YTD | +31.1% | +3.9% | +27.3% | +26.2% |
| 1Y | +37.8% | +25.7% | +12.1% | +25.2% |
| All | -11.1% | +89.3% | -100.4% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling