+357.0%
KGC vs CHD
+10,220.8%
-9,863.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | -1.3% | -2.7% | +1.4% | -1.0% |
| 30D | +20.3% | -4.6% | +24.9% | +20.9% |
| 3M | +8.1% | +5.0% | +3.1% | +7.3% |
| 6M | -8.8% | -3.2% | -5.5% | -8.5% |
| YTD | +10.1% | +18.6% | -8.6% | +7.8% |
| 1Y | +44.2% | +4.8% | +39.4% | +43.0% |
| 3Y | +533.0% | +6.1% | +526.9% | +523.3% |
| 5Y | +443.0% | +24.0% | +419.0% | +422.3% |
| 10Y | +678.6% | +124.5% | +554.1% | +605.4% |
| All | +357.0% | +10,220.8% | -9,863.8% | +257.6% |
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