+222.0%
KGC vs CNH
-17.7%
+239.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -6.7% | +3.0% | -9.7% | -7.5% |
| 30D | -6.7% | -0.6% | -6.1% | -6.7% |
| 3M | -22.6% | +14.6% | -37.2% | -26.1% |
| 6M | -33.4% | +11.8% | -45.2% | -36.4% |
| YTD | -26.0% | +30.4% | -56.4% | -32.7% |
| 1Y | -18.3% | +19.1% | -37.4% | -23.9% |
| 3Y | +315.8% | +30.2% | +285.6% | +248.7% |
| All | +222.0% | -17.7% | +239.7% | +199.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling