+217.8%
KGC vs CHD
+11,631.5%
-11,413.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -8.8% | +12.2% | -21.0% | -10.1% |
| 3M | -21.1% | +9.3% | -30.4% | -21.9% |
| 6M | -32.3% | +24.3% | -56.6% | -34.1% |
| YTD | -23.5% | +34.9% | -58.3% | -26.1% |
| 1Y | -15.0% | +32.7% | -47.7% | -17.8% |
| 3Y | +327.5% | +29.4% | +298.1% | +311.6% |
| 5Y | +244.3% | +31.7% | +212.6% | +229.0% |
| 10Y | +634.8% | +191.7% | +443.1% | +548.4% |
| All | +217.8% | +11,631.5% | -11,413.6% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling