+257.9%
HD vs KGC
+496.6%
-238.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.7% |
| 7D | +3.6% | +11.1% | -7.5% | +2.7% |
| 30D | +21.6% | -3.7% | +25.3% | +21.8% |
| 3M | +0.1% | -17.2% | +17.3% | +1.3% |
| 6M | +13.0% | -27.3% | +40.3% | +15.2% |
| YTD | +4.9% | -18.5% | +23.5% | +5.7% |
| 1Y | -2.1% | -5.7% | +3.6% | -2.4% |
| 3Y | +32.6% | +336.5% | -303.9% | +15.8% |
| 5Y | +8.2% | +298.7% | -290.5% | -6.7% |
| 10Y | +257.9% | +538.5% | -280.6% | +208.0% |
| All | +257.9% | +496.6% | -238.7% | +208.0% |
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