-19.1%
HAL vs KGC
+496.6%
-515.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.2% |
| 7D | -7.9% | +11.1% | -19.0% | -9.2% |
| 30D | -2.1% | -3.7% | +1.7% | -1.8% |
| 3M | +0.4% | -17.2% | +17.7% | +2.4% |
| 6M | -19.2% | -27.3% | +8.0% | -16.6% |
| YTD | +14.4% | -18.5% | +32.9% | +14.9% |
| 1Y | +18.0% | -5.7% | +23.7% | +15.7% |
| 3Y | -9.7% | +336.5% | -346.2% | -34.2% |
| 5Y | +40.1% | +298.7% | -258.6% | +0.2% |
| 10Y | -19.1% | +538.5% | -557.7% | -46.1% |
| All | -19.1% | +496.6% | -515.7% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling