+44.2%
KGC vs CHD
+7.1%
+37.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | -1.3% | -2.7% | +1.4% | -1.3% |
| 30D | +20.3% | -4.6% | +24.9% | +20.3% |
| 3M | +8.1% | +5.0% | +3.1% | +8.1% |
| 6M | -8.8% | -3.2% | -5.5% | -9.4% |
| YTD | +10.1% | +18.6% | -8.6% | +16.4% |
| 1Y | +44.2% | +4.8% | +39.4% | +43.7% |
| All | +44.2% | +7.1% | +37.2% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling