+595.7%
HAL vs KGC
+357.0%
+238.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | +2.9% | -1.3% | +4.2% | +3.0% |
| 30D | +17.0% | +20.3% | -3.2% | +14.7% |
| 3M | -9.7% | +8.1% | -17.7% | -10.8% |
| 6M | +8.6% | -8.8% | +17.4% | +8.7% |
| YTD | +33.0% | +10.1% | +22.9% | +30.0% |
| 1Y | +68.3% | +44.2% | +24.1% | +59.2% |
| 3Y | +0.1% | +533.0% | -532.9% | -20.2% |
| 5Y | +102.6% | +443.0% | -340.4% | +62.1% |
| 10Y | +3.8% | +678.6% | -674.7% | -23.1% |
| All | +595.7% | +357.0% | +238.7% | +404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling