+579.9%
KGC vs CNH
+64.7%
+515.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -2.9% |
| 7D | -1.3% | +23.3% | -24.6% | -4.6% |
| 30D | +20.3% | +33.5% | -13.2% | +14.7% |
| 3M | +8.1% | +32.7% | -24.6% | +3.0% |
| 6M | -8.8% | +22.2% | -30.9% | -12.1% |
| YTD | +10.1% | +57.7% | -47.6% | +2.0% |
| 1Y | +44.2% | +28.0% | +16.2% | +37.4% |
| 3Y | +533.0% | +11.5% | +521.5% | +504.5% |
| 5Y | +443.0% | +11.9% | +431.1% | +413.7% |
| 10Y | +678.6% | +162.8% | +515.8% | +557.3% |
| All | +579.9% | +64.7% | +515.2% | +483.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling