+460.2%
KGC vs CHD
+21.0%
+439.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.2% |
| 7D | +2.4% | -2.9% | +5.4% | +2.6% |
| 30D | +9.2% | -6.2% | +15.4% | +9.6% |
| 3M | +16.7% | +1.6% | +15.2% | +16.6% |
| 6M | -7.0% | -3.5% | -3.5% | -6.9% |
| YTD | +7.5% | +16.2% | -8.7% | +6.9% |
| 1Y | +34.4% | +3.4% | +31.0% | +34.6% |
| 3Y | +552.0% | +4.6% | +547.4% | +545.9% |
| All | +460.2% | +21.0% | +439.2% | +441.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling