+155.3%
HBAN vs KGC
+698.0%
-542.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | -1.0% | -5.6% | +4.6% | -1.0% |
| 30D | -5.6% | +6.1% | -11.7% | -5.5% |
| 3M | -1.1% | +17.3% | -18.5% | -1.0% |
| 6M | +9.9% | -10.3% | +20.2% | +9.7% |
| YTD | -0.9% | +3.9% | -4.8% | -0.8% |
| 1Y | -1.4% | +25.7% | -27.1% | -1.0% |
| 3Y | +78.2% | +526.0% | -447.8% | +84.9% |
| 5Y | +37.0% | +455.5% | -418.5% | +41.2% |
| All | +155.3% | +698.0% | -542.7% | +194.6% |
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