+39.7%
HAL vs KGC
+286.2%
-246.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.6% |
| 7D | -12.0% | +10.5% | -22.5% | -13.1% |
| 30D | +0.3% | -4.1% | +4.3% | +0.6% |
| 3M | -1.6% | -13.1% | +11.5% | -0.4% |
| 6M | -20.5% | -27.5% | +7.1% | -17.8% |
| YTD | +14.2% | -20.7% | +34.9% | +14.7% |
| 1Y | +18.9% | -6.1% | +24.9% | +15.8% |
| 3Y | -13.7% | +318.6% | -332.3% | -44.5% |
| All | +39.7% | +286.2% | -246.5% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling