+180.0%
HIMS vs KGC
+576.0%
-396.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.7% |
| 7D | -1.4% | -8.4% | +7.1% | +0.5% |
| 30D | -10.1% | +6.3% | -16.4% | -11.0% |
| 3M | -1.2% | +22.4% | -23.7% | -5.2% |
| 6M | +16.9% | -11.4% | +28.3% | +19.1% |
| YTD | -15.5% | +3.1% | -18.6% | -16.9% |
| 1Y | -42.6% | +26.6% | -69.2% | -45.5% |
| 3Y | +320.2% | +525.6% | -205.4% | +188.9% |
| 5Y | +215.0% | +451.7% | -236.6% | +114.9% |
| All | +180.0% | +576.0% | -396.0% | +94.8% |
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 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