+318.6%
KGC vs CNH
+7.0%
+311.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.3% | +2.5% |
| 7D | +10.5% | -1.7% | +12.2% | +10.8% |
| 30D | -4.1% | -7.2% | +3.2% | -2.9% |
| 3M | -13.1% | +6.5% | -19.6% | -14.4% |
| 6M | -27.5% | +7.9% | -35.4% | -29.1% |
| YTD | -20.7% | +26.6% | -47.3% | -24.1% |
| 1Y | -6.1% | +13.8% | -19.8% | -9.1% |
| 3Y | +318.6% | +9.2% | +309.4% | +290.1% |
| All | +318.6% | +7.0% | +311.6% | +290.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling