+331.4%
HIMS vs KGC
+556.1%
-224.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.3% |
| 7D | -0.9% | +2.4% | -3.4% | -1.7% |
| 30D | -10.8% | +9.2% | -20.1% | -12.6% |
| 3M | +3.7% | +16.7% | -13.1% | -0.2% |
| 6M | +79.0% | -7.0% | +86.0% | +80.0% |
| YTD | -13.2% | +7.5% | -20.7% | -15.7% |
| 1Y | -43.3% | +34.4% | -77.6% | -46.6% |
| 3Y | +331.4% | +552.0% | -220.6% | +204.6% |
| All | +331.4% | +556.1% | -224.7% | +204.6% |
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