+538.5%
KGC vs CNH
+134.0%
+404.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.9% | -8.2% | +1.2% |
| 7D | +11.1% | +8.6% | +2.6% | +9.7% |
| 30D | -3.7% | +12.6% | -16.3% | -5.6% |
| 3M | -17.2% | +17.5% | -34.7% | -19.4% |
| 6M | -27.3% | +18.1% | -45.4% | -29.5% |
| YTD | -18.5% | +40.4% | -58.9% | -22.8% |
| 1Y | -5.7% | +34.0% | -39.7% | -10.2% |
| 3Y | +336.5% | +35.3% | +301.2% | +307.6% |
| 5Y | +298.7% | -5.1% | +303.8% | +283.6% |
| 10Y | +538.5% | +124.0% | +414.5% | +609.3% |
| All | +538.5% | +134.0% | +404.6% | +609.3% |
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