+634.8%
KGC vs CNH
+113.9%
+520.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | +0.2% | +6.7% | -6.4% | -0.8% |
| 30D | -8.8% | +7.2% | -16.0% | -9.9% |
| 3M | -21.1% | +17.5% | -38.6% | -23.2% |
| 6M | -32.3% | +15.0% | -47.3% | -34.1% |
| YTD | -23.5% | +36.8% | -60.2% | -27.3% |
| 1Y | -15.0% | +27.6% | -42.6% | -18.5% |
| 3Y | +327.5% | +34.3% | +293.2% | +299.5% |
| 5Y | +244.3% | -12.2% | +256.5% | +232.8% |
| 10Y | +634.8% | +113.9% | +520.9% | +668.7% |
| All | +634.8% | +113.9% | +520.9% | +668.7% |
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