-21.2%
HIMS vs KGC
-33.5%
+12.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.5% | -1.6% | -3.7% |
| 7D | -18.0% | -4.1% | -13.9% | -16.1% |
| 30D | -33.6% | -11.6% | -21.9% | -29.9% |
| 3M | -34.2% | -24.5% | -9.6% | -26.2% |
| 6M | -21.2% | -34.6% | +13.4% | -10.2% |
| All | -21.2% | -33.5% | +12.3% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling