+249.3%
HL vs KGC
+454.1%
-204.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +18.8% | +10.5% | +8.3% | +8.2% |
| 3M | +43.7% | +19.8% | +23.9% | +21.5% |
| 6M | -1.0% | -6.7% | +5.6% | +5.9% |
| YTD | +8.7% | +7.8% | +0.9% | +3.2% |
| 1Y | +105.0% | +35.7% | +69.3% | +59.6% |
| 3Y | +427.3% | +553.7% | -126.4% | -3.2% |
| 5Y | +249.3% | +461.7% | -212.4% | -30.4% |
| All | +249.3% | +454.1% | -204.8% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling