+30.6%
HD vs KGC
+314.0%
-283.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.7% | -0.5% |
| 7D | -0.5% | -4.1% | +3.6% | -0.1% |
| 30D | +18.5% | -11.6% | +30.1% | +19.6% |
| 3M | +2.2% | -24.5% | +26.7% | +4.4% |
| 6M | +13.8% | -34.6% | +48.4% | +17.3% |
| YTD | +3.4% | -26.2% | +29.6% | +5.3% |
| 1Y | -3.5% | -20.1% | +16.6% | -2.2% |
| All | +30.6% | +314.0% | -283.4% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling