+568.9%
KGC vs CNH
+107.8%
+461.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.4% | -1.4% | -5.1% |
| 7D | +8.0% | +4.5% | +3.5% | +7.3% |
| 30D | -9.3% | +7.6% | -16.9% | -10.4% |
| 3M | -21.3% | +17.0% | -38.3% | -23.4% |
| 6M | -31.5% | +12.9% | -44.4% | -33.1% |
| YTD | -23.2% | +34.3% | -57.5% | -26.9% |
| 1Y | -15.0% | +28.5% | -43.6% | -18.7% |
| 3Y | +328.7% | +31.9% | +296.9% | +301.4% |
| 5Y | +262.9% | -9.6% | +272.5% | +251.5% |
| 10Y | +568.9% | +106.3% | +462.6% | +556.5% |
| All | +568.9% | +107.8% | +461.1% | +556.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling