+634.8%
KGC vs CHD
+196.6%
+438.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -8.8% | +12.2% | -21.0% | -11.1% |
| 3M | -21.1% | +9.3% | -30.4% | -22.7% |
| 6M | -32.3% | +24.3% | -56.6% | -35.7% |
| YTD | -23.5% | +34.9% | -58.3% | -28.5% |
| 1Y | -15.0% | +32.7% | -47.7% | -20.4% |
| 3Y | +327.5% | +29.4% | +298.1% | +294.0% |
| 5Y | +244.3% | +31.7% | +212.6% | +208.8% |
| 10Y | +634.8% | +191.7% | +443.1% | +448.2% |
| All | +634.8% | +196.6% | +438.2% | +448.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling