+683.8%
CTAS vs KGC
+678.3%
+5.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -1.1% | +10.5% | -11.5% | -1.8% |
| 3M | +11.5% | +19.8% | -8.3% | +9.9% |
| 6M | +0.2% | -6.7% | +6.8% | +0.2% |
| YTD | +7.2% | +7.8% | -0.6% | +5.8% |
| 1Y | 0.0% | +35.7% | -35.7% | -3.2% |
| 3Y | +65.9% | +553.7% | -487.8% | +41.9% |
| 5Y | +109.6% | +461.7% | -352.1% | +78.2% |
| 10Y | +683.8% | +710.2% | -26.4% | +576.4% |
| All | +683.8% | +678.3% | +5.5% | +576.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling