-11.6%
HL vs KGC
-20.2%
+8.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.1% |
| 7D | -11.1% | -6.7% | -4.5% | -4.3% |
| 30D | -12.1% | -6.7% | -5.4% | -5.5% |
| 3M | -26.1% | -22.6% | -3.5% | -4.7% |
| 6M | -37.7% | -33.4% | -4.3% | -4.8% |
| YTD | -31.7% | -26.0% | -5.7% | -13.6% |
| 1Y | -11.6% | -18.3% | +6.7% | -2.6% |
| All | -11.6% | -20.2% | +8.6% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling