+655.3%
KGC vs CHD
+125.6%
+529.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -4.0% |
| 7D | -8.4% | -4.7% | -3.7% | -7.4% |
| 30D | +6.3% | -8.3% | +14.7% | +8.3% |
| 3M | +22.4% | -4.0% | +26.5% | +23.3% |
| 6M | -11.4% | -6.5% | -4.9% | -10.3% |
| YTD | +3.1% | +13.1% | -9.9% | +0.1% |
| 1Y | +26.6% | +2.3% | +24.3% | +25.3% |
| 3Y | +525.6% | +1.8% | +523.8% | +509.2% |
| 5Y | +451.7% | +20.6% | +431.1% | +398.2% |
| All | +655.3% | +125.6% | +529.7% | +496.9% |
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