+182.8%
HIMS vs KGC
+621.3%
-438.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | -3.9% | -1.3% | -2.6% | -3.7% |
| 30D | -12.4% | +20.3% | -32.7% | -15.5% |
| 3M | -1.1% | +8.1% | -9.2% | -2.8% |
| 6M | +68.4% | -8.8% | +77.2% | +70.4% |
| YTD | -14.7% | +10.1% | -24.7% | -17.2% |
| 1Y | -42.4% | +44.2% | -86.6% | -46.7% |
| 3Y | +304.5% | +533.0% | -228.5% | +176.9% |
| 5Y | +237.5% | +443.0% | -205.5% | +128.5% |
| All | +182.8% | +621.3% | -438.6% | +94.0% |
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