+25.9%
HD vs KGC
+317.1%
-291.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.9% | -2.1% |
| 7D | +4.3% | +10.5% | -6.1% | +3.4% |
| 30D | +20.2% | -4.1% | +24.2% | +20.4% |
| 3M | -1.0% | -13.1% | +12.1% | -0.1% |
| 6M | +7.9% | -27.5% | +35.5% | +10.1% |
| YTD | +2.0% | -20.7% | +22.7% | +3.2% |
| 1Y | -4.3% | -6.1% | +1.8% | -4.1% |
| 3Y | +25.9% | +318.6% | -292.7% | +6.1% |
| All | +25.9% | +317.1% | -291.2% | +6.1% |
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 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