-4.3%
KGC vs CNH
+15.2%
-19.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.6% | +7.5% |
| 7D | -6.8% | +6.5% | -13.2% | -8.5% |
| 30D | -9.2% | -12.0% | +2.8% | -5.8% |
| 3M | -9.1% | +4.4% | -13.5% | -11.1% |
| 6M | -25.7% | +15.7% | -41.3% | -29.9% |
| YTD | -23.6% | +28.2% | -51.9% | -29.8% |
| 1Y | -4.3% | +14.8% | -19.1% | -11.2% |
| All | -4.3% | +15.2% | -19.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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