+398.8%
HL vs KGC
+520.4%
-121.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | +0.3% |
| 7D | -5.6% | -8.4% | +2.8% | +2.9% |
| 30D | +12.7% | +6.3% | +6.4% | +6.1% |
| 3M | +42.5% | +22.4% | +20.1% | +17.1% |
| 6M | -9.0% | -11.4% | +2.4% | +2.5% |
| YTD | +4.4% | +3.1% | +1.2% | +2.8% |
| 1Y | +82.7% | +26.6% | +56.1% | +50.0% |
| All | +398.8% | +520.4% | -121.6% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling