+105.3%
HAL vs KGC
+450.1%
-344.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | +2.9% | -1.3% | +4.2% | +3.1% |
| 30D | +17.0% | +20.3% | -3.2% | +14.0% |
| 3M | -9.7% | +8.1% | -17.7% | -10.9% |
| 6M | +8.6% | -8.8% | +17.4% | +9.1% |
| YTD | +33.0% | +10.1% | +22.9% | +28.5% |
| 1Y | +68.3% | +44.2% | +24.1% | +53.1% |
| 3Y | +0.1% | +533.0% | -532.9% | -39.3% |
| All | +105.3% | +450.1% | -344.8% | +22.7% |
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