+26.6%
KGC vs CHD
+0.8%
+25.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -4.3% |
| 7D | -8.4% | -4.7% | -3.7% | -8.4% |
| 30D | +6.3% | -8.3% | +14.7% | +6.5% |
| 3M | +22.4% | -4.0% | +26.5% | +22.8% |
| 6M | -11.4% | -6.5% | -4.9% | -11.7% |
| YTD | +3.1% | +13.1% | -9.9% | +8.9% |
| 1Y | +26.6% | +2.3% | +24.3% | +27.8% |
| All | +26.6% | +0.8% | +25.8% | +27.8% |
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