+7.4%
HAL vs KGC
+678.3%
-670.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +10.9% | +10.5% | +0.4% | +9.2% |
| 3M | -5.8% | +19.8% | -25.6% | -8.7% |
| 6M | +8.1% | -6.7% | +14.8% | +7.9% |
| YTD | +33.2% | +7.8% | +25.4% | +29.3% |
| 1Y | +74.2% | +35.7% | +38.5% | +61.8% |
| 3Y | -3.7% | +553.7% | -557.4% | -33.8% |
| 5Y | +111.9% | +461.7% | -349.8% | +45.1% |
| 10Y | +7.4% | +710.2% | -702.8% | -30.3% |
| All | +7.4% | +678.3% | -670.9% | -30.3% |
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