+101.3%
HIMS vs KGC
+383.9%
-282.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.5% | -1.6% | -4.4% |
| 7D | -18.0% | -4.1% | -13.9% | -17.1% |
| 30D | -33.6% | -11.6% | -21.9% | -31.7% |
| 3M | -34.2% | -24.5% | -9.6% | -30.1% |
| 6M | -21.2% | -34.6% | +13.4% | -14.3% |
| YTD | -39.2% | -26.2% | -13.1% | -35.9% |
| 1Y | -49.4% | -20.1% | -29.3% | -47.5% |
| 3Y | +189.7% | +312.4% | -122.7% | +117.4% |
| 5Y | +166.6% | +224.9% | -58.3% | +98.3% |
| All | +101.3% | +383.9% | -282.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling