+262.9%
KGC vs CHD
+31.9%
+231.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.8% |
| 7D | +8.0% | +2.4% | +5.6% | +7.9% |
| 30D | -9.3% | +13.9% | -23.2% | -10.1% |
| 3M | -21.3% | +8.5% | -29.8% | -21.8% |
| 6M | -31.5% | +20.4% | -51.8% | -32.4% |
| YTD | -23.2% | +34.5% | -57.8% | -24.4% |
| 1Y | -15.0% | +33.8% | -48.8% | -16.3% |
| 3Y | +328.7% | +29.1% | +299.6% | +315.7% |
| 5Y | +262.9% | +31.2% | +231.6% | +237.0% |
| All | +262.9% | +31.9% | +231.0% | +237.0% |
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 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