+658.7%
KGC vs CNH
+152.9%
+505.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.2% | -1.5% |
| 7D | +2.4% | +8.8% | -6.4% | +1.1% |
| 30D | +9.2% | +24.7% | -15.4% | +5.5% |
| 3M | +16.7% | +27.3% | -10.6% | +12.2% |
| 6M | -7.0% | +23.2% | -30.2% | -10.3% |
| YTD | +7.5% | +48.9% | -41.4% | +1.0% |
| 1Y | +34.4% | +19.4% | +14.9% | +29.6% |
| 3Y | +552.0% | +7.8% | +544.2% | +526.5% |
| 5Y | +454.5% | +8.7% | +445.8% | +428.9% |
| 10Y | +658.7% | +149.5% | +509.1% | +577.0% |
| All | +658.7% | +152.9% | +505.7% | +577.0% |
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