+314.8%
KGC vs CNH
+30.2%
+284.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.6% | -2.8% |
| 7D | -4.1% | +6.4% | -10.5% | -5.1% |
| 30D | -11.6% | -1.6% | -10.0% | -11.4% |
| 3M | -24.5% | +11.6% | -36.1% | -26.3% |
| 6M | -34.6% | +12.5% | -47.1% | -36.4% |
| YTD | -26.2% | +31.1% | -57.2% | -29.6% |
| 1Y | -20.1% | +17.0% | -37.1% | -23.0% |
| All | +314.8% | +30.2% | +284.6% | +281.5% |
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 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