+585.5%
KGC vs CHD
+191.9%
+393.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.5% |
| 7D | -4.1% | +0.4% | -4.4% | -4.2% |
| 30D | -11.6% | +11.6% | -23.2% | -13.8% |
| 3M | -24.5% | +10.7% | -35.2% | -26.3% |
| 6M | -34.6% | +20.2% | -54.8% | -37.4% |
| YTD | -26.2% | +34.5% | -60.7% | -31.0% |
| 1Y | -20.1% | +32.6% | -52.7% | -25.1% |
| 3Y | +312.4% | +29.1% | +283.3% | +280.3% |
| 5Y | +224.9% | +31.5% | +193.4% | +191.5% |
| All | +585.5% | +191.9% | +393.6% | +417.9% |
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