-14.9%
HAL vs KGC
+637.7%
-652.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +6.1% | -6.7% | +12.7% | +7.0% |
| 30D | +2.9% | -6.7% | +9.5% | +3.6% |
| 3M | +3.3% | -22.6% | +25.9% | +6.3% |
| 6M | -16.9% | -33.4% | +16.5% | -13.2% |
| YTD | +21.2% | -26.0% | +47.2% | +23.2% |
| 1Y | +27.5% | -18.3% | +45.8% | +27.6% |
| 3Y | -6.4% | +315.8% | -322.2% | -31.9% |
| 5Y | +58.0% | +225.7% | -167.7% | +15.7% |
| All | -14.9% | +637.7% | -652.6% | -43.0% |
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