-12.2%
KGC vs CNH
+20.1%
-32.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.3% | +2.3% |
| 7D | +10.5% | -1.7% | +12.2% | +11.0% |
| 30D | -4.1% | -7.2% | +3.2% | -2.1% |
| 3M | -13.1% | +6.5% | -19.6% | -15.6% |
| 6M | -27.5% | +7.9% | -35.4% | -30.3% |
| YTD | -20.7% | +26.6% | -47.3% | -27.6% |
| All | -12.2% | +20.1% | -32.3% | -19.5% |
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 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