-6.9%
CHYM vs KGC
+96.5%
-103.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.3% | +6.7% | +6.9% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +12.0% | +10.5% | +1.5% | +9.5% |
| 3M | +102.4% | +19.8% | +82.6% | +93.2% |
| 6M | +52.7% | -6.7% | +59.3% | +53.3% |
| YTD | +37.3% | +7.8% | +29.5% | +31.0% |
| 1Y | +42.2% | +35.7% | +6.5% | +27.0% |
| All | -6.9% | +96.5% | -103.4% | -26.0% |
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 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