+74.1%
CTAS vs KGC
+350.6%
-276.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | +0.2% |
| 7D | -0.7% | +11.1% | -11.9% | -1.3% |
| 30D | +10.3% | -3.7% | +14.0% | +10.3% |
| 3M | +10.2% | -17.2% | +27.4% | +11.1% |
| 6M | +34.4% | -27.3% | +61.6% | +36.6% |
| YTD | +19.6% | -18.5% | +38.1% | +19.5% |
| 1Y | +21.8% | -5.7% | +27.5% | +20.1% |
| 3Y | +74.1% | +336.5% | -262.3% | +38.8% |
| All | +74.1% | +350.6% | -276.5% | +38.8% |
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