+114.0%
CTAS vs KGC
+296.2%
-182.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | +0.1% |
| 7D | -0.7% | +11.1% | -11.9% | -1.7% |
| 30D | +10.3% | -3.7% | +14.0% | +10.5% |
| 3M | +10.2% | -17.2% | +27.4% | +11.7% |
| 6M | +34.4% | -27.3% | +61.6% | +37.6% |
| YTD | +19.6% | -18.5% | +38.1% | +19.8% |
| 1Y | +21.8% | -5.7% | +27.5% | +19.8% |
| 3Y | +74.1% | +336.5% | -262.3% | +34.3% |
| 5Y | +114.0% | +298.7% | -184.7% | +61.9% |
| All | +114.0% | +296.2% | -182.1% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling