+197.3%
HIMS vs KGC
+329.2%
-131.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +8.9% |
| 7D | -21.9% | +0.2% | -22.2% | -21.8% |
| 30D | -32.1% | -8.8% | -23.2% | -30.2% |
| 3M | -31.8% | -21.1% | -10.7% | -27.2% |
| 6M | -28.6% | -32.3% | +3.7% | -21.5% |
| YTD | -35.9% | -23.5% | -12.5% | -32.1% |
| 1Y | -47.6% | -15.0% | -32.7% | -45.9% |
| All | +197.3% | +329.2% | -131.9% | +85.4% |
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