+685.6%
CTAS vs KGC
+676.2%
+9.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | 0.0% | +2.4% | -2.5% | -0.2% |
| 30D | -1.0% | +9.2% | -10.2% | -1.6% |
| 3M | +15.8% | +16.7% | -1.0% | +14.3% |
| 6M | -1.0% | -7.0% | +6.0% | -0.9% |
| YTD | +7.4% | +7.5% | -0.1% | +6.1% |
| 1Y | -0.1% | +34.4% | -34.5% | -3.3% |
| 3Y | +66.3% | +552.0% | -485.7% | +42.3% |
| 5Y | +111.0% | +454.5% | -343.6% | +79.5% |
| All | +685.6% | +676.2% | +9.3% | +578.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling