-18.3%
KGC vs CHD
+33.5%
-51.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -6.7% | +3.6% | -10.3% | -7.2% |
| 30D | -6.7% | +10.4% | -17.1% | -8.1% |
| 3M | -22.6% | +12.2% | -34.8% | -24.1% |
| 6M | -33.4% | +19.9% | -53.3% | -35.9% |
| YTD | -26.0% | +36.4% | -62.4% | -27.6% |
| 1Y | -18.3% | +35.1% | -53.4% | -20.0% |
| All | -18.3% | +33.5% | -51.8% | -20.0% |
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