+230.2%
HIMS vs KGC
+450.8%
-220.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.4% |
| 7D | -0.9% | +2.4% | -3.4% | -1.8% |
| 30D | -10.8% | +9.2% | -20.1% | -12.9% |
| 3M | +3.7% | +16.7% | -13.1% | -1.0% |
| 6M | +79.0% | -7.0% | +86.0% | +80.8% |
| YTD | -13.2% | +7.5% | -20.7% | -16.7% |
| 1Y | -43.3% | +34.4% | -77.6% | -48.6% |
| 3Y | +331.4% | +552.0% | -220.6% | +127.8% |
| 5Y | +230.2% | +454.5% | -224.3% | +79.8% |
| All | +230.2% | +450.8% | -220.6% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling