+101.3%
HIMS vs KGC
+385.1%
-283.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -24.1% | -6.7% | -17.5% | -22.8% |
| 30D | -28.8% | -6.7% | -22.2% | -27.7% |
| 3M | -31.4% | -22.6% | -8.8% | -27.5% |
| 6M | -18.3% | -33.4% | +15.2% | -11.5% |
| YTD | -39.2% | -26.0% | -13.3% | -36.0% |
| 1Y | -45.3% | -18.3% | -27.0% | -43.4% |
| 3Y | +181.9% | +315.8% | -133.9% | +111.2% |
| 5Y | +166.6% | +225.7% | -59.1% | +98.2% |
| All | +101.3% | +385.1% | -283.8% | +50.1% |
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 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