+23,259.8%
CTAS vs KGC
+357.0%
+22,902.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.3% |
| 7D | -1.8% | -1.3% | -0.5% | -1.8% |
| 30D | -0.2% | +20.3% | -20.5% | -0.5% |
| 3M | +11.7% | +8.1% | +3.6% | +11.5% |
| 6M | +0.7% | -8.8% | +9.5% | +0.7% |
| YTD | +7.4% | +10.1% | -2.7% | +7.1% |
| 1Y | -2.1% | +44.2% | -46.3% | -2.9% |
| 3Y | +62.9% | +533.0% | -470.1% | +57.9% |
| 5Y | +111.9% | +443.0% | -331.1% | +105.2% |
| 10Y | +652.2% | +678.6% | -26.4% | +625.0% |
| All | +23,259.8% | +357.0% | +22,902.7% | +24,789.3% |
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