+256.9%
HL vs KGC
+698.0%
-441.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.8% |
| 7D | -4.4% | -5.6% | +1.3% | +0.7% |
| 30D | +9.3% | +6.1% | +3.2% | +3.8% |
| 3M | +32.0% | +17.3% | +14.6% | +15.2% |
| 6M | -6.4% | -10.3% | +3.9% | +3.7% |
| YTD | +3.1% | +3.9% | -0.7% | +2.1% |
| 1Y | +77.6% | +25.7% | +51.8% | +50.4% |
| 3Y | +392.8% | +526.0% | -133.1% | +4.7% |
| 5Y | +234.1% | +455.5% | -221.4% | -22.7% |
| All | +256.9% | +698.0% | -441.1% | -33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling